A parametrix construction for the fundamental solution of the evolution equation associated with a pseudo-differential operator generating a Markov process

Mathematische Nachrichten

Volumn 278, Issue 11, 2005, Pages 1235-1241

  Böttcher, Björn ^a  

^a PHILIPPS UNIVERSITY MARBURG   (Germany)

Author keywords

Fundamental solution; Markov process; Parametrix for parabolic equation; Pseudo differential operator

Indexed keywords

EID: 24944498962     PISSN: 0025584X     EISSN: None     Source Type: Journal    
DOI: 10.1002/mana.200310304     Document Type: Article

References (7)

1. B. Böttcher, Some Investigations on Feller Processes generated by Pseudo-differential Operators, Ph.D. Thesis, University of Wales Swansea (2004).
2. B. Böttcher and N. Jacob, Remarks on Meixner-type processes, in: Probabilistic Methods in Fluids, edited by I. M. Davies et al (World Scientific, 2003), pp. 35-47.
3. W. Hoh, Pseudo Differential Operators generating Markov Processes, Habilitationsschrift, Universität Bielefeld (1998).
4. W. Hoh, A symbolic calculus for pseudo differential operators generating Feller semigroups, Osaka J. Math. 35, 789-820 (1998).
5. N. Jacob, Pseudo-differential Operators and Markov Processes, Vol. I. Fourier Analysis and Semigroups (Imperial College Press, 2001).
6. N. Jacob, Pseudo-differential Operators and Markov Processes, Vol. II. Generators and their Potential Theory (Imperial College Press, 2002).
7. H. Kumano-go, Pseudo-differential Operators (MIT Press, Cambridge, MA, 1974).