No Cover Image

Journal article 924 views 92 downloads

Maximum principles for nonlocal parabolic Waldenfels operators

Qiao Huang, Jinqiao Duan, Jiang-lun Wu Orcid Logo

Bulletin of Mathematical Sciences, Start page: 1950015

Swansea University Author: Jiang-lun Wu Orcid Logo

  • 39295.pdf

    PDF | Version of Record

    Released under the terms of a Creative Commons Attribution 4.0 License (CC-BY).

    Download (652.32KB)

Check full text

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...

Full description

Published in: Bulletin of Mathematical Sciences
ISSN: 1664-3607 1664-3615
Published: Singapore World Scientific 2019
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa39295
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2018-04-02T13:38:49Z
last_indexed 2019-06-10T20:30:42Z
id cronfa39295
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2019-06-10T14:16:15.5566304</datestamp><bib-version>v2</bib-version><id>39295</id><entry>2018-04-02</entry><title>Maximum principles for nonlocal parabolic Waldenfels operators</title><swanseaauthors><author><sid>dbd67e30d59b0f32592b15b5705af885</sid><ORCID>0000-0003-4568-7013</ORCID><firstname>Jiang-lun</firstname><surname>Wu</surname><name>Jiang-lun Wu</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2018-04-02</date><deptcode>SMA</deptcode><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 &#x2018;parabolic&#x2019; equations with nonlocal Waldenfels operators. Applications in stochastic differential equations with &#x3B1;-stable Levy processes are presented to illustrate the maximum principles.</abstract><type>Journal Article</type><journal>Bulletin of Mathematical Sciences</journal><paginationStart>1950015</paginationStart><publisher>World Scientific</publisher><placeOfPublication>Singapore</placeOfPublication><issnPrint>1664-3607</issnPrint><issnElectronic>1664-3615</issnElectronic><keywords>Nonlocal operators, weak and strong maximum principles, integro-partial differential equations, Waldenfels operators, Fokker-Planck equations, stochastic differential equations with &#x3B1;-stable Levy processes.</keywords><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2019</publishedYear><publishedDate>2019-12-31</publishedDate><doi>10.1142/S1664360719500152</doi><url>https://www.worldscientific.com/doi/pdf/10.1142/S1664360719500152</url><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2019-06-10T14:16:15.5566304</lastEdited><Created>2018-04-02T11:44:52.8613039</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Qiao</firstname><surname>Huang</surname><order>1</order></author><author><firstname>Jinqiao</firstname><surname>Duan</surname><order>2</order></author><author><firstname>Jiang-lun</firstname><surname>Wu</surname><orcid>0000-0003-4568-7013</orcid><order>3</order></author></authors><documents><document><filename>0039295-07062018103452.pdf</filename><originalFilename>39295.pdf</originalFilename><uploaded>2018-06-07T10:34:52.3770000</uploaded><type>Output</type><contentLength>759519</contentLength><contentType>application/pdf</contentType><version>Version of Record</version><cronfaStatus>true</cronfaStatus><embargoDate>2018-06-07T00:00:00.0000000</embargoDate><documentNotes>Released under the terms of a Creative Commons Attribution 4.0 License (CC-BY).</documentNotes><copyrightCorrect>true</copyrightCorrect><language>eng</language></document></documents><OutputDurs/></rfc1807>
spelling 2019-06-10T14:16:15.5566304 v2 39295 2018-04-02 Maximum principles for nonlocal parabolic Waldenfels operators dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2018-04-02 SMA 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. Journal Article Bulletin of Mathematical Sciences 1950015 World Scientific Singapore 1664-3607 1664-3615 Nonlocal operators, weak and strong maximum principles, integro-partial differential equations, Waldenfels operators, Fokker-Planck equations, stochastic differential equations with α-stable Levy processes. 31 12 2019 2019-12-31 10.1142/S1664360719500152 https://www.worldscientific.com/doi/pdf/10.1142/S1664360719500152 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2019-06-10T14:16:15.5566304 2018-04-02T11:44:52.8613039 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Qiao Huang 1 Jinqiao Duan 2 Jiang-lun Wu 0000-0003-4568-7013 3 0039295-07062018103452.pdf 39295.pdf 2018-06-07T10:34:52.3770000 Output 759519 application/pdf Version of Record true 2018-06-07T00:00:00.0000000 Released under the terms of a Creative Commons Attribution 4.0 License (CC-BY). true eng
title Maximum principles for nonlocal parabolic Waldenfels operators
spellingShingle Maximum principles for nonlocal parabolic Waldenfels operators
Jiang-lun Wu
title_short Maximum principles for nonlocal parabolic Waldenfels operators
title_full Maximum principles for nonlocal parabolic Waldenfels operators
title_fullStr Maximum principles for nonlocal parabolic Waldenfels operators
title_full_unstemmed Maximum principles for nonlocal parabolic Waldenfels operators
title_sort Maximum principles for nonlocal parabolic Waldenfels operators
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Qiao Huang
Jinqiao Duan
Jiang-lun Wu
format Journal article
container_title Bulletin of Mathematical Sciences
container_start_page 1950015
publishDate 2019
institution Swansea University
issn 1664-3607
1664-3615
doi_str_mv 10.1142/S1664360719500152
publisher World Scientific
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url https://www.worldscientific.com/doi/pdf/10.1142/S1664360719500152
document_store_str 1
active_str 0
description 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.
published_date 2019-12-31T03:49:53Z
_version_ 1763752430480130048
score 11.016235

Similar Items