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math.AP2018
Nonlocal operators with singular anisotropic kernels
Jamil Chaker, Moritz Kassmann
We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves lik…
math.PR2018★ 12 cited
The martingale problem for a class of nonlocal operators of diagonal type
Jamil Chaker
We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for with continuous, bounded and non-degener…