Maximum principles for nonlocal parabolic Waldenfels operators

Huang, Qiao; Duan, Jinqiao; Wu, Jiang-lun

doi:10.1142/S1664360719500152

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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...

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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

first_indexed	2018-04-02T13:38:49Z
last_indexed	2019-06-10T20:30:42Z
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spelling	2019-06-10T14:16:15.5566304 v2 39295 2018-04-02 Maximum principles for nonlocal parabolic Waldenfels operators dbd67e30d59b0f32592b15b5705af885 Jiang-lun Wu Jiang-lun Wu true false 2018-04-02 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 COLLEGE CODE 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 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
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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
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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	2019-12-31T01:35:47Z
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score	11.048453

Maximum principles for nonlocal parabolic Waldenfels operators

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