On Markovian semigroups of Lévy driven SDEs, symbols and pseudo--differential operators

2019/04/19 by Fernando, Pani W., Fahim, K., Hausenblas, Erika
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1904.09114

Abstract

We analyse analytic properties of nonlocal transition semigroups associated with a class of stochastic differential equations (SDEs) in ℝ^d driven by pure jump--type Lévy processes. First, we will show under which conditions the semigroup will be analytic on the Besov space B_p,q^ m(ℝ^d) with 1≤ p, q

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