On Markovian semigroups of L\'evy driven SDEs, symbols and pseudo--differential operators
Probability
2020-12-18 v2
Abstract
We analyse analytic properties of nonlocal transition semigroups associated with a class of stochastic differential equations (SDEs) in driven by pure jump--type L\'evy processes. First, we will show under which conditions the semigroup will be analytic on the Besov space with and . Secondly, we present some applications by proving the strong Feller property and give weak error estimates for approximating schemes of the SDEs over the Besov space .
Keywords
Cite
@article{arxiv.1904.09114,
title = {On Markovian semigroups of L\'evy driven SDEs, symbols and pseudo--differential operators},
author = {Pani W. Fernando and K. Fahim and Erika Hausenblas},
journal= {arXiv preprint arXiv:1904.09114},
year = {2020}
}