V. Knopova

activity

20092024

most citedA note on the existence of transition probability densities for Lévy processes

39 citations · 62 across the 18 of their papers we have counts for

collaborators

Showing 2014Show all

3 papers · 1 filter

math.PR2014★ 1 cited

Parametrix construction of the transition probability density of the solution to an SDE driven by $α$ -stable noise

Victoria Knopova, Alexei Kulik

Let $L := - a (x) (- Δ)^{α /2} + (b (x), \nabla)$ , where $α \in (0, 2)$ , and $a:\rd\to (0,\infty)$, $b: \rd\to \rd$. Under certain regularity assumptions on the coefficients $a$ and $b$ , we…

math.PR2014★ 4 cited

On level and collision sets of some Feller processes

Victoria Knopova, René L. Schilling

This paper is about lower and upper bounds for the Hausdorff dimension of the level and collision sets of a class of Feller processes. Our approach is motivated by analogous result…

math.PR2014

Lower Bounds of the Hausdorff dimension for Feller processes

Victoria Knopova, René L. Schilling, Jian Wang

Let $(X_{t})_{t \geq 0}$ be a Feller process generated by a pseudo-differential operator whose symbol satisfies $∥ p (\cdot, ξ) ∥_{\infty} \leq c (1 + ∣ ξ ∣^{2})$ and $p (\cdot, 0) \equiv 0.$ We prove t…

Parametrix construction of the transition probability density of the solution to an SDE driven by α-stable noise

On level and collision sets of some Feller processes

Lower Bounds of the Hausdorff dimension for Feller processes

Parametrix construction of the transition probability density of the solution to an SDE driven by $α$ -stable noise