dc.contributor.author | Chen, Linghua | |
dc.contributor.author | Jakobsen, Espen Robstad | |
dc.date.accessioned | 2019-05-02T10:50:45Z | |
dc.date.available | 2019-05-02T10:50:45Z | |
dc.date.created | 2018-12-17T11:20:51Z | |
dc.date.issued | 2018 | |
dc.identifier.citation | Discrete and Continuous Dynamical Systems. Series A. 2018, 38 (11), 5735-5763. | nb_NO |
dc.identifier.issn | 1078-0947 | |
dc.identifier.uri | http://hdl.handle.net/11250/2596299 | |
dc.description.abstract | We prove a new generation result in
L
1
for a large class of non-local operators with non-degenerate local terms. This class contains the operators appearing in Fokker-Planck or Kolmogorov forward equations associated with Lévy driven SDEs, i.e. the adjoint operators of the infinitesimal generators of these SDEs. As a byproduct, we also obtain a new elliptic regularity result of independent interest. The main novelty in this paper is that we can consider very general Lévy operators, including state-space depending coefficients with linear growth and general Lévy measures which can be singular and have fat tails. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | American Institute of Mathematical Sciences (AIMS) | nb_NO |
dc.relation.uri | https://arxiv.org/abs/1801.03914 | |
dc.title | L1 semigroup generation for Fokker-Planck operators associated with general Levy driven SDEs | nb_NO |
dc.type | Journal article | nb_NO |
dc.type | Peer reviewed | nb_NO |
dc.description.version | acceptedVersion | nb_NO |
dc.source.pagenumber | 5735-5763 | nb_NO |
dc.source.volume | 38 | nb_NO |
dc.source.journal | Discrete and Continuous Dynamical Systems. Series A | nb_NO |
dc.source.issue | 11 | nb_NO |
dc.identifier.doi | 10.3934/dcds.2018250 | |
dc.identifier.cristin | 1644012 | |
dc.relation.project | Norges forskningsråd: 250070 | nb_NO |
dc.description.localcode | © 2018. This is the authors’ accepted and refereed manuscript to the article. Locked until 1.8.2019 due to copyright restrictions. | nb_NO |
cristin.unitcode | 194,63,15,0 | |
cristin.unitname | Institutt for matematiske fag | |
cristin.ispublished | true | |
cristin.fulltext | preprint | |
cristin.qualitycode | 2 | |