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Maximum principles for nonlocal parabolic Waldenfels operators
- Source :
- Bulletin of Mathematical Sciences; 20240101, Issue: Preprints p1-31, 31p
- Publication Year :
- 2024
-
Abstract
- As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructing Markov processes with boundary conditions (in particular the construction with jumps). This work is devoted to prove the weak and strong maximum principles for ‘parabolic’ equations with nonlocal Waldenfels operators. Applications in stochastic differential equations with $$\alpha $$ α -stable Lévy processes are presented to illustrate the maximum principles.
Details
- Language :
- English
- ISSN :
- 16643607 and 16643615
- Issue :
- Preprints
- Database :
- Supplemental Index
- Journal :
- Bulletin of Mathematical Sciences
- Publication Type :
- Periodical
- Accession number :
- ejs45617047
- Full Text :
- https://doi.org/10.1007/s13373-018-0126-0