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Maximum principles for nonlocal parabolic Waldenfels operators
Qiao Huang,
Jinqiao Duan,
Jiang-lun Wu 
Bulletin of Mathematical Sciences, Start page: 1950015
Swansea University Author:
Jiang-lun Wu
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DOI (Published version): 10.1142/S1664360719500152
Abstract
As a class of Levy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Levy fluctuations and constructing Markov processes with boundary conditions (in particular the construction with jumps). This work is devoted to prove...
| Published in: | Bulletin of Mathematical Sciences |
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| ISSN: | 1664-3607 1664-3615 |
| Published: |
Singapore
World Scientific
2019
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa39295 |
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| Abstract: |
As a class of Levy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Levy 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 α-stable Levy processes are presented to illustrate the maximum principles. |
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| Keywords: |
Nonlocal operators, weak and strong maximum principles, integro-partial differential equations, Waldenfels operators, Fokker-Planck equations, stochastic differential equations with α-stable Levy processes. |
| College: |
Faculty of Science and Engineering |
| Start Page: |
1950015 |