Pseudo Differential Operators and Markov Processes: Volume I: Fourier Analysis and Semigroups

By N. Jacob. 2001

253 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A Semigroup Approach to Harmonic Maps (2005, unknown): “See e.g. Ethier, Kurtz (1986), Jacob (1996, 2001), Taira (1991).”
The Symbol Associated with the Solution of a Stochastic Differential Equation (2009, methodology): “1 Introduction Within the last ten years a rich theory concerning the relationship between Feller processes and their so called symbols which appear in the Fourier representation of their generator has been developed, see for example the monographs [15, 16, 17] by Jacob or the fundamental contributi”
On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008, unknown): “P (q) is a complete Bernstein function (see [20], Theorem 3.”
Smoothness of scale functions for spectrally negative Lévy processes (2009, unknown): “This fact and (13), imply that |g(x)| = | ∫ x”