Equivalent martingale measures for Lévy processes.
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Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian
Krzysztof Bogdan, Paweł Sztonyk (2007)
Studia Mathematica
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
Explicit solutions of some fractional partial differential equations via stable subordinators.
Debbi, Latifa (2006)
Journal of Applied Mathematics and Stochastic Analysis
Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces
Anna Chojnowska-Michalik, Beniamin Goldys (2015)
Banach Center Publications
We study convergence to the invariant measure for a class of semilinear stochastic evolution equations driven by Lévy noise, including the case of cylindrical noise. For a certain class of equations we prove the exponential rate of convergence in the norm of total variation. Our general result is applied to a number of specific equations driven by cylindrical symmetric α-stable noise and/or cylindrical Wiener noise. We also consider the case of a "singular" Wiener process with unbounded covariance...
Exponential functionals of Lev́y processes.
Bertoin, Jean, Yor, Marc (2005)
Probability Surveys [electronic only]
Currently displaying 1 – 5 of 5
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