Transition probabilities of L\'evy-type processes: Parametrix construction
Probability
2019-02-18 v2
Abstract
We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol with respect to the space variable . Applications range from existence and uniqueness results for L\'evy-driven SDEs with H\"older continuous coefficients to existence results for stable-like processes and L\'evy-type processes with symbols of variable order. Moreover, we obtain heat kernel estimates for a class of L\'evy and L\'evy-type processes. The paper includes an extensive list of L\'evy(-type) processes satisfying the assumptions of our results.
Keywords
Cite
@article{arxiv.1702.00778,
title = {Transition probabilities of L\'evy-type processes: Parametrix construction},
author = {Franziska Kühn},
journal= {arXiv preprint arXiv:1702.00778},
year = {2019}
}