Huang, Qiao; Duan, Jinqiao; Song, Renming Homogenization of non-Symmetric jump processes. (English) Zbl 07807054 Adv. Appl. Probab. 56, No. 1, 1-33 (2024). MSC: 35B27 60G53 60F17 35R09 PDFBibTeX XMLCite \textit{Q. Huang} et al., Adv. Appl. Probab. 56, No. 1, 1--33 (2024; Zbl 07807054) Full Text: DOI arXiv
Schnurr, Alexander; Rickelhoff, Sebastian From Markov processes to semimartingales. (English) Zbl 1525.60102 Probab. Surv. 20, 568-607 (2023). Reviewer: Arvind Ayyer (Bangalore) MSC: 60J76 60H10 60J25 60G17 60G51 PDFBibTeX XMLCite \textit{A. Schnurr} and \textit{S. Rickelhoff}, Probab. Surv. 20, 568--607 (2023; Zbl 1525.60102) Full Text: DOI arXiv Link
Torresblanca-Badillo, Anselmo On some generalizations of non-Archimedean pseudo-differential operators and their applications. (English) Zbl 1516.47083 J. Math. Anal. Appl. 512, No. 2, Article ID 126168, 24 p. (2022). MSC: 47G30 47S10 35R09 60J35 47N60 92D30 PDFBibTeX XMLCite \textit{A. Torresblanca-Badillo}, J. Math. Anal. Appl. 512, No. 2, Article ID 126168, 24 p. (2022; Zbl 1516.47083) Full Text: DOI
Zhao, Guohuan Regularity properties of jump diffusions with irregular coefficients. (English) Zbl 1471.35347 J. Math. Anal. Appl. 502, No. 1, Article ID 125220, 29 p. (2021). MSC: 35R60 60J76 42B25 35B65 35D35 34F05 PDFBibTeX XMLCite \textit{G. Zhao}, J. Math. Anal. Appl. 502, No. 1, Article ID 125220, 29 p. (2021; Zbl 1471.35347) Full Text: DOI arXiv
Kallsen, Jan; Krühner, Paul On uniqueness of solutions to martingale problems – counterexamples and sufficient criteria. (English) Zbl 07252727 Electron. J. Probab. 25, Paper No. 95, 33 p. (2020). MSC: 47G30 60J35 60J75 PDFBibTeX XMLCite \textit{J. Kallsen} and \textit{P. Krühner}, Electron. J. Probab. 25, Paper No. 95, 33 p. (2020; Zbl 07252727) Full Text: DOI arXiv Euclid
Gutiérrez García, Ismael; Torresblanca-Badillo, Anselmo Some classes of non-Archimedean pseudo-differential operators related to Bessel potentials. (English) Zbl 1497.47071 J. Pseudo-Differ. Oper. Appl. 11, No. 3, 1111-1137 (2020). MSC: 47G30 47S10 35S05 PDFBibTeX XMLCite \textit{I. Gutiérrez García} and \textit{A. Torresblanca-Badillo}, J. Pseudo-Differ. Oper. Appl. 11, No. 3, 1111--1137 (2020; Zbl 1497.47071) Full Text: DOI
Kaleta, Kamil; Schilling, René L. Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators. (English) Zbl 1506.47078 J. Funct. Anal. 279, No. 6, Article ID 108606, 68 p. (2020). Reviewer: Michael Perelmuter (Kyïv) MSC: 47D08 60G51 47D03 47G20 PDFBibTeX XMLCite \textit{K. Kaleta} and \textit{R. L. Schilling}, J. Funct. Anal. 279, No. 6, Article ID 108606, 68 p. (2020; Zbl 1506.47078) Full Text: DOI arXiv
Kaleta, Kamil; Pietruska-Pałuba, Katarzyna The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials. (English) Zbl 1435.60036 Potential Anal. 52, No. 2, 161-202 (2020). MSC: 60G51 60H25 60K37 47D08 60G60 47G30 PDFBibTeX XMLCite \textit{K. Kaleta} and \textit{K. Pietruska-Pałuba}, Potential Anal. 52, No. 2, 161--202 (2020; Zbl 1435.60036) Full Text: DOI arXiv
Kassmann, Moritz Variational solutions to nonlocal problems. (English) Zbl 1444.47051 Baake, Michael (ed.) et al., Spectral structures and topological methods in mathematics. Zürich: European Mathematical Society (EMS). EMS Ser. Congr. Rep., 183-196 (2019). Reviewer: Bülent Karasözen (Ankara) MSC: 47B38 47A50 35R11 47F10 35A15 PDFBibTeX XMLCite \textit{M. Kassmann}, in: Spectral structures and topological methods in mathematics. Zürich: European Mathematical Society (EMS). 183--196 (2019; Zbl 1444.47051) Full Text: DOI
Sun, Xiaobin; Xiao, Yimin; Xu, Lihu; Zhai, Jianliang Uniform dimension results for a family of Markov processes. (English) Zbl 1407.60054 Bernoulli 24, No. 4B, 3924-3951 (2018). MSC: 60G17 60G18 60G51 28A80 60J25 PDFBibTeX XMLCite \textit{X. Sun} et al., Bernoulli 24, No. 4B, 3924--3951 (2018; Zbl 1407.60054) Full Text: DOI arXiv Euclid
Itkin, Andrey Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps. (English) Zbl 1398.91671 Appl. Math. Finance 24, No. 5-6, 485-519 (2017). MSC: 91G60 91G20 60J75 35R09 65M06 PDFBibTeX XMLCite \textit{A. Itkin}, Appl. Math. Finance 24, No. 5--6, 485--519 (2017; Zbl 1398.91671) Full Text: DOI arXiv
Fageot, Julien; Unser, Michael; Ward, John Paul On the Besov regularity of periodic Lévy noises. (English) Zbl 1353.60046 Appl. Comput. Harmon. Anal. 42, No. 1, 21-36 (2017). MSC: 60G51 60H40 60G17 60G20 60G52 42C40 46E35 PDFBibTeX XMLCite \textit{J. Fageot} et al., Appl. Comput. Harmon. Anal. 42, No. 1, 21--36 (2017; Zbl 1353.60046) Full Text: DOI arXiv
Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa; Smii, Boubaker A class of Lévy driven SDEs and their explicit invariant measures. (English) Zbl 1350.60049 Potential Anal. 45, No. 2, 229-259 (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60H15 60H20 60G51 60J35 60G10 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Potential Anal. 45, No. 2, 229--259 (2016; Zbl 1350.60049) Full Text: DOI arXiv
Fageot, Julien; Bostan, Emrah; Unser, Michael Wavelet statistics of sparse and self-similar images. (English) Zbl 1348.60059 SIAM J. Imaging Sci. 8, No. 4, 2951-2975 (2015). MSC: 60G18 62M40 60F05 60G20 42C40 94A08 PDFBibTeX XMLCite \textit{J. Fageot} et al., SIAM J. Imaging Sci. 8, No. 4, 2951--2975 (2015; Zbl 1348.60059) Full Text: DOI Link
Knopova, Victoria; Schilling, René L. On the small-time behaviour of Lévy-type processes. (English) Zbl 1309.60027 Stochastic Processes Appl. 124, No. 6, 2249-2265 (2014). MSC: 60F15 60G51 60J35 60J75 60H10 35S05 PDFBibTeX XMLCite \textit{V. Knopova} and \textit{R. L. Schilling}, Stochastic Processes Appl. 124, No. 6, 2249--2265 (2014; Zbl 1309.60027) Full Text: DOI arXiv
Böttcher, Björn Feller evolution systems: generators and approximation. (English) Zbl 1321.47095 Stoch. Dyn. 14, No. 3, Article ID 1350025, 15 p. (2014). Reviewer: B. P. Harlamov (St. Peterburg) MSC: 47D06 60J25 35S10 60J35 60J60 PDFBibTeX XMLCite \textit{B. Böttcher}, Stoch. Dyn. 14, No. 3, Article ID 1350025, 15 p. (2014; Zbl 1321.47095) Full Text: DOI arXiv
Schilling, René L.; Wang, Jian Some theorems on Feller processes: transience, local times and ultracontractivity. (English) Zbl 1282.60070 Trans. Am. Math. Soc. 365, No. 6, 3255-3286 (2013). Reviewer: Alexander Schnurr (Dortmund) MSC: 60J25 60J75 35S05 PDFBibTeX XMLCite \textit{R. L. Schilling} and \textit{J. Wang}, Trans. Am. Math. Soc. 365, No. 6, 3255--3286 (2013; Zbl 1282.60070) Full Text: DOI arXiv
Schnurr, Alexander On the semimartingale nature of Feller processes with killing. (English) Zbl 1306.60122 Stochastic Processes Appl. 122, No. 7, 2758-2780 (2012). MSC: 60J75 60J25 60G44 60H05 47G30 60G51 PDFBibTeX XMLCite \textit{A. Schnurr}, Stochastic Processes Appl. 122, No. 7, 2758--2780 (2012; Zbl 1306.60122) Full Text: DOI arXiv
Knopova, Viktorya; Schilling, René L. Transition density estimates for a class of Lévy and Lévy-type processes. (English) Zbl 1242.60082 J. Theor. Probab. 25, No. 1, 144-170 (2012). Reviewer: Liliana Popa (Iaşi) MSC: 60J35 60G51 31C25 47D07 32A10 60J75 PDFBibTeX XMLCite \textit{V. Knopova} and \textit{R. L. Schilling}, J. Theor. Probab. 25, No. 1, 144--170 (2012; Zbl 1242.60082) Full Text: DOI arXiv
Bogdan, Krzysztof; Dyda, Bartłomiej The best constant in a fractional Hardy inequality. (English) Zbl 1217.26025 Math. Nachr. 284, No. 5-6, 629-638 (2011). MSC: 26D10 31C25 31B25 46E35 PDFBibTeX XMLCite \textit{K. Bogdan} and \textit{B. Dyda}, Math. Nachr. 284, No. 5--6, 629--638 (2011; Zbl 1217.26025) Full Text: DOI arXiv
Potrykus, Alexander Pseudodifferential operators with rough negative definite symbols. (English) Zbl 1207.47049 Integral Equations Oper. Theory 66, No. 3, 441-461 (2010). Reviewer: Anatoly N. Kochubei (Kyïv) MSC: 47G30 35S05 47D06 60J35 PDFBibTeX XMLCite \textit{A. Potrykus}, Integral Equations Oper. Theory 66, No. 3, 441--461 (2010; Zbl 1207.47049) Full Text: DOI
Wang, Jian Regularity of semigroups generated by Lévy type operators via coupling. (English) Zbl 1204.60071 Stochastic Processes Appl. 120, No. 9, 1680-1700 (2010). Reviewer: Roman Urban (Wrocław) MSC: 60J25 60J75 60J35 PDFBibTeX XMLCite \textit{J. Wang}, Stochastic Processes Appl. 120, No. 9, 1680--1700 (2010; Zbl 1204.60071) Full Text: DOI
Abels, Helmut; Kassmann, Moritz The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels. (English) Zbl 1196.47037 Osaka J. Math. 46, No. 3, 661-683 (2009). Reviewer: Victoria Knopova (Kiev) MSC: 47G20 47G30 60J75 60J35 60G07 35K99 35B65 47A60 PDFBibTeX XMLCite \textit{H. Abels} and \textit{M. Kassmann}, Osaka J. Math. 46, No. 3, 661--683 (2009; Zbl 1196.47037) Full Text: Euclid
Chakraborty, Paramita A stochastic differential equation model with jumps for fractional advection and dispersion. (English) Zbl 1181.60083 J. Stat. Phys. 136, No. 3, 527-551 (2009). Reviewer: Piotr Garbaczewski (Opole) MSC: 60H10 60J75 60G52 60G17 60J35 65C30 PDFBibTeX XMLCite \textit{P. Chakraborty}, J. Stat. Phys. 136, No. 3, 527--551 (2009; Zbl 1181.60083) Full Text: DOI
Baeumer, Boris; Meerschaert, Mark M.; Nane, Erkan Brownian subordinators and fractional Cauchy problems. (English) Zbl 1186.60079 Trans. Am. Math. Soc. 361, No. 7, 3915-3930 (2009). Reviewer: Catherine Rainer (Brest) MSC: 60J65 60J60 26A33 PDFBibTeX XMLCite \textit{B. Baeumer} et al., Trans. Am. Math. Soc. 361, No. 7, 3915--3930 (2009; Zbl 1186.60079) Full Text: DOI arXiv
Jacob, Niels; Schilling, René L. Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities. (English) Zbl 1104.31007 Acta Math. Sin., Engl. Ser. 22, No. 4, 1227-1250 (2006). Reviewer: Zoran Vondraček (Urbana) MSC: 31C45 47D07 31C15 31C25 35S05 47B65 47B34 60J35 PDFBibTeX XMLCite \textit{N. Jacob} and \textit{R. L. Schilling}, Acta Math. Sin., Engl. Ser. 22, No. 4, 1227--1250 (2006; Zbl 1104.31007) Full Text: DOI
Dyda, Bartłomiej On comparability of integral forms. (English) Zbl 1107.26018 J. Math. Anal. Appl. 318, No. 2, 564-577 (2006). Reviewer: Wing-Sum Cheung (Hong Kong) MSC: 26D15 26A16 PDFBibTeX XMLCite \textit{B. Dyda}, J. Math. Anal. Appl. 318, No. 2, 564--577 (2006; Zbl 1107.26018) Full Text: DOI
Bass, Richard F.; Chen, Zhen-Qing Systems of equations driven by stable processes. (English) Zbl 1085.60035 Probab. Theory Relat. Fields 134, No. 2, 175-214 (2006). Reviewer: George Stoica (Saint John) MSC: 60H10 60G52 60J75 42B20 35S05 PDFBibTeX XMLCite \textit{R. F. Bass} and \textit{Z.-Q. Chen}, Probab. Theory Relat. Fields 134, No. 2, 175--214 (2006; Zbl 1085.60035) Full Text: DOI
López-Mimbela, José Alfredo; Privault, Nicolas Blow-up and stability of semilinear PDEs with gamma generators. (English) Zbl 1112.35042 J. Math. Anal. Appl. 307, No. 1, 181-205 (2005). MSC: 35F25 35B35 35B40 PDFBibTeX XMLCite \textit{J. A. López-Mimbela} and \textit{N. Privault}, J. Math. Anal. Appl. 307, No. 1, 181--205 (2005; Zbl 1112.35042) Full Text: DOI
Applebaum, David; Cohen, Serge Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group. (English) Zbl 1075.60048 Ann. Fac. Sci. Toulouse, VI. Sér., Math. 13, No. 2, 149-177 (2004). Reviewer: Kun Soo Chang (Seoul) MSC: 60G51 58J65 35S05 31C25 60J25 47G30 PDFBibTeX XMLCite \textit{D. Applebaum} and \textit{S. Cohen}, Ann. Fac. Sci. Toulouse, Math. (6) 13, No. 2, 149--177 (2004; Zbl 1075.60048) Full Text: DOI Numdam EuDML Link
Manstavičius, Martynas \(p\)-variation of strong Markov processes. (English) Zbl 1052.60058 Ann. Probab. 32, No. 3A, 2053-2066 (2004). Reviewer: Roman Urban (Wrocław) MSC: 60J25 60G17 60J35 60G40 PDFBibTeX XMLCite \textit{M. Manstavičius}, Ann. Probab. 32, No. 3A, 2053--2066 (2004; Zbl 1052.60058) Full Text: DOI arXiv
Chen, Zhen-Qing; Kumagai, Takashi Heat kernel estimates for stable-like processes on \(d\)-sets. (English) Zbl 1075.60556 Stochastic Processes Appl. 108, No. 1, 27-62 (2003). Reviewer: Jan Seidler (Praha) MSC: 60J35 60J75 PDFBibTeX XMLCite \textit{Z.-Q. Chen} and \textit{T. Kumagai}, Stochastic Processes Appl. 108, No. 1, 27--62 (2003; Zbl 1075.60556) Full Text: DOI