Markov processes from K. Itô's perspective

By D. Stroock. 2003

95 citations recorded by the source corpus.

How researchers see this paper

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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (2010, background): “the books of Ikeda—Watanabe [83] or Stroock [155].”
A note on the notion of geometric rough paths (2004, background): “The following inequalities are classical, at least for the Hölder norms [10, 21] and p-variation norms [11].”
SDEs Driven by a Time-Changed Lévy Process and Their Associated Time-Fractional Order Pseudo-Differential Equations (2009, unknown): “: 1-617-627-2363 Fax: 1-617-627-3966 E-mail: marjorie.hahn@tufts.edu K. Kobayashi Department of Mathematics, Tufts University, Medford, MA 02155 E-mail: kei.kobayashi@tufts.edu S.Umarov Department of Mathematics, Tufts University, Medford, MA 02155 E-mail: sabir.umarov@tufts.edu 2”
Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian (2005, background): “Such a direct influence of the singularity of the potential kernel on the Poisson kernel does not occur for second order elliptic operators, which is why we can expect analogues of Theorem 3 only for nonlocal operators.”