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Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications

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EN
Abstrakty
EN
Starting with an integro-differential operator (L, C2 (Rn)), we prove that its C(Rn)-closure is the generator of a Feller process X, which admits a transition probability density. To construct this transition probability density, we develop a version of the parametrix method and a verification procedure, which proves that the constructed object is the claimed one. As a part of the construction, we prove the intrinsic upper and lower estimates on the density. As an application of the constructed estimates we state the necessary and (separately) sufficient conditions under which a given Borel measure belongs to the Kato and Dynkin classes with respect to the constructed transition probability density.
Rocznik
Strony
53--100
Opis fizyczny
Bibliogr. 73 poz.
Twórcy
autor
  • V. M. Glushkov Institute of Cybernetics, NAS of Ukraine, 40, Acad. Glushkov Ave., 03187 Kiev, Ukraine
autor
  • Institute of Mathematics NAS of Ukraine, 3, Tereshchenkivska str., 01601 Kiev, Ukraine
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Uwagi
Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).
Typ dokumentu
Bibliografia
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bwmeta1.element.baztech-76263204-43b4-4b92-b907-9de06a17766c
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