Geometric approximations to transition densities of Jump-type Markov processes

Autor: Zhuang Yuanying, Song Xiao
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Open Mathematics, Vol 19, Iss 1, Pp 1664-1683 (2021)
Druh dokumentu: article
ISSN: 2391-5455
DOI: 10.1515/math-2021-0120
Popis: This paper is concerned with the transition functions of symmetric Levy-type processes generated by a pseudo-differential operator with variable coefficients. We first give the general estimates of heat kernels of jump diffusion semigroups, which leads to diagonal estimates of transition function and subordination in the context of two-dimensional Cauchy semigroup. Then off-diagonal estimates of special classes of Levy-type processes where transition function can be expressed using the diagonal estimation results and related metrics are derived. Furthermore, we show geometric approximation of the general two-dimensional Levy processes, and graphical experiments have been made by freezing the coefficients of the generators.
Databáze: Directory of Open Access Journals