1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2019★ 1 cited
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo--differential operators
Pani W. Fernando, K. Fahim, Erika Hausenblas
We analyse analytic properties of nonlocal transition semigroups associated with a class of stochastic differential equations (SDEs) in driven by pure jump--type Lév…
math.PR2014
Analytic properties of Markov semigroup generated by Stochastic Differential Equations driven by Lévy processes
Pani W. Fernando, Erika Hausenblas, Paul Razafimandimby
We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = σ(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equat…