非局部抛物型Waldenfels算子的极大原理

IF 1.1 2区数学 Q1 MATHEMATICS

Bulletin of Mathematical Sciences Pub Date : 2016-07-11 DOI:10.1142/S1664360719500152

Qiao Huang, Jinqiao Duan, Jiang-Lun Wu

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引用次数: 1

摘要

非局部Waldenfels算子作为一类lsamvy型马尔可夫生成器，在研究lsamvy波动下的随机动力学和构造带边界条件的马尔可夫过程(特别是带跳跃的构造)的背景下自然出现。本文致力于证明具有非局部Waldenfels算子的抛物型方程的弱极大值原理和强极大值原理。在随机微分方程中的应用[公式:见文]-稳定的lsamvy过程来说明极大值原理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Maximum principles for nonlocal parabolic Waldenfels operators

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 [Formula: see text]-stable Lévy processes are presented to illustrate the maximum principles.

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来源期刊

Bulletin of Mathematical Sciences MATHEMATICS-

CiteScore

2.10

自引率

0.00%

发文量

审稿时长

13 weeks

期刊介绍： The Bulletin of Mathematical Sciences, a peer-reviewed, open access journal, will publish original research work of highest quality and of broad interest in all branches of mathematical sciences. The Bulletin will publish well-written expository articles (40-50 pages) of exceptional value giving the latest state of the art on a specific topic, and short articles (up to 15 pages) containing significant results of wider interest. Most of the expository articles will be invited. The Bulletin of Mathematical Sciences is launched by King Abdulaziz University, Jeddah, Saudi Arabia.