Levy-Type Processes and Pseudodifferential Operators
By N. Jacob, René L. Schilling. 2001
81 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/4655c815d505a480306e77f2f3aa8cdedd1ba95b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Bartłomiej Dyda
- Krzysztof Bogdan
- M. Kassmann
- René L. Schilling
- Yimin Xiao
- Zenghu Li
- Helmut Abels
- Zongfei Fu
In Finance
- Zenghu Li
- Krzysztof Bogdan
- M. Kassmann
- Bartłomiej Dyda
- B. Mandel
- Yimin Xiao
- Zongfei Fu
- René L. Schilling
In Mathematical Physics
- Bartłomiej Dyda
- Zenghu Li
- Krzysztof Bogdan
- M. Kassmann
- B. Mandel
- Zongfei Fu
- René L. Schilling
- Yimin Xiao
Citations in the corpus
- The Symbol Associated with the Solution of a Stochastic Differential Equation (2009, background): “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”
- The best constant in a fractional Hardy inequality (2008, background): “We suggest the former as a possible setup for studying Dirichlet boundary value problems for non-local integro-differential operators and the corresponding stochastic processes [30], [38] on subdomains of R [3], beyond the “convolutional” case of the whole of R [4], [21].”
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels (2006, background): “Since L alone generates pure jump processes which generalize Lévy processes it is someti mes called a Lévy-type operator, see [19], [5], [17] and [22] for surveys.”
- Stochastic equations of non-negative processes with jumps (2008, background): “The theory of jump-type stochastic equations is not as well developed as that of continuous ones; see Bass (2004), Jacob and Schilling (2001) and the references therein.”
- Random Fractals and Markov Processes (2005, background): “In this subsection, we briefly discuss the Feller processes related to pseudo-differential operators and refer to Jacob (1996), Schilling (1998a, b), Jacob and Schilling (2001), Kolokoltsov (2000) for more information.”