Parametrix construction for certain L\'evy-type processes

Victoria Knopova; Alexei Kulik

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arXiv · 1307.3087

Parametrix construction for certain L\'evy-type processes

Victoria Knopova·Alexei Kulik

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Abstract

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and lower bounds, and prove some smoothness properties. Some examples are provided.

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Victoria Knopova, Alexei Kulik. 2013-07-11. Parametrix construction for certain L\'evy-type processes. https://arxiv.org/abs/1307.3087

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