Abschätzungen der Übergangsfunktion eines Lévy-Typ Prozesses

• Antragsteller: Professor Dr. René Leander Schilling
• Fachliche Zuordnung: Mathematik
• Förderung: Förderung von 2013 bis 2015
• Projektkennung: Deutsche Forschungsgemeinschaft (DFG) - Projektnummer 239237733

• Erstellungsjahr: 2016

Zusammenfassung der Projektergebnisse

Keine Zusammenfassung vorhanden

Projektbezogene Publikationen (Auswahl)

• Intrinsic small time estimates for distribution densities of Lévy processes. Random Op. Stoch. Eq. 21(4) (2013), 321–344
  V. Knopova, A. Kulik
  
• Compound kernel estimates for the transition probability density of a Lévy process in R . Theory of Probab. and Math. Stat. 89 (2014), 57–70
  V. Knopova
  
• On the small-time behaviour of Lévy-type processes. Stoch. Proc. Appl., 124(6) (2014), 2249–2265
  V. Knopova, R. Schilling
  
• Lower bounds of the Hausdorff dimension for the images of Feller processes. Stat. Probab. Letters. 27 (2015), 222–228
  V. Knopova, R. Schilling, J. Wang
  
• On level and collision sets of some Feller processes. Lat. Am. J. Probab. Math. Stat. 12 (2015), 1001–1029
  V. Knopova, R. L. Schilling
  
• Parametrix construction for certain Lévy-type processes and applications. Rand. Oper. Stoch. Eq. 23(2) (2015), 116–136
  V. Knopova, A. Kulik
  
• Moderate deviations and Strassen’s law for additive processes. J. of Theoretical Probability, June 2016, Volume 29, Issue 2, pp 632–652
  F. Kühn, R.L. Schilling
  
• Intrinsic compound kernel estimates for the transition probability density of a Lévy-type processes and their applications. Probab. Math. Stat. Vol. 37, Fasc. 1 (2017), pp. 53–100
  V. Knopova, A. Kulik
  
• Parametrix construction of the transition probability density of the solution to an SDE driven by α-stable noise. Annales Inst. Henri Poincaré Probab. Statist. Volume 54, Number 1 (2018), 100-140
  V. Knopova, A. Kulik