79 citations · 575 across the 55 of their papers we have counts for
8 papers · 2 filters
Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
Petru A. Cioica, Stephan Dahlke, Stefan Kinzel +4
We use the scale of Besov spaces B^α_{τ,τ}(O), α>0, 1/τ=α/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equat…
Coupling property and gradient estimates of Lévy processes via the symbol
René L. Schilling, Paweł Sztonyk, Jian Wang
We derive explicitly the coupling property for the transition semigroup of a Lévy process and gradient estimates for the associated semigroup of transition operators. This is based…
Stationary distributions for jump processes with memory
Krzysztof Burdzy, Tadeusz Kulczycki, Rene Schilling
We analyze a jump processes with a jump measure determined by a "memory" process . The state space of is the Cartesian product of the unit circle and the real line.…
Stationary distributions for jump processes with inert drift
Krzysztof Burdzy, Tadeusz Kulczycki, Rene Schilling
We analyze jump processes with ``inert drift'' determined by a ``memory'' process . The state space of is the Cartesian product of the unit circle and the real line.…
Constructions of Coupling Processes for Lévy Processes
Björn Böttcher, René L. Schilling, Jian Wang
We construct optimal Markov couplings of Lévy processes, whose Lévy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Br…
On the Coupling Property of Lévy Processes
René L. Schilling, Jian Wang
We give necessary and sufficient conditions guaranteeing that the coupling for Lévy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae…