- AutorIn
- Franziska Kühn
- Titel
- Probability and Heat Kernel Estimates for Lévy(-Type) Processes
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:14-qucosa-214839
- Datum der Einreichung
- 12.07.2016
- Datum der Verteidigung
- 25.11.2016
- Abstract (EN)
- In this thesis, we present a new existence result for Lévy-type processes. Lévy-type processes behave locally like a Lévy process, but the Lévy triplet may depend on the current position of the process. They can be characterized by their so-called symbol; this is the analogue of the characteristic exponent in the Lévy case. Using a parametrix construction, we prove the existence of Lévy-type processes with a given symbol under weak regularity assumptions on the regularity of the symbol. Applications range from existence results for stable-like processes and mixed processes to uniqueness results for Lévy-driven stochastic differential equations. Moreover, we discuss sufficient conditions for the existence of moments of Lévy-type processes and derive estimates for fractional moments.
- Freie Schlagwörter (DE)
- Wahrscheinlichkeitstheorie, Lévy-typ Prozess, Feller Prozess, Lévy Prozess, Parametrix-Konstruktion, Momente, stochastische Differentialgleichungen, Existenz, stable-like
- Freie Schlagwörter (EN)
- probability theory, Lévy-type processes, Feller processes, Lévy processes, parametrix construction, stochastic differential equation, moments, existence result, stable-like, heat kernel estimates
- Klassifikation (DDC)
- 510
- Klassifikation (RVK)
- SK 820
- Normschlagwörter (GND)
- Wahrscheinlichkeitstheorie
- GutachterIn
- Prof. Dr. René L. Schilling
- Prof. Dr. Alexei Kulik
- BetreuerIn
- Prof. Dr. René L. Schilling
- Den akademischen Grad verleihende / prüfende Institution
- Technische Universität Dresden, Dresden
- URN Qucosa
- urn:nbn:de:bsz:14-qucosa-214839
- Veröffentlichungsdatum Qucosa
- 05.12.2016
- Dokumenttyp
- Dissertation
- Sprache des Dokumentes
- Englisch
- Lizenz / Rechtehinweis