Friday, February 21, 2020
16:15-17:00 h
Lecture room -203
Institute for Mathematical Statistics and Actuarial Science
Alpeneggstrasse 22
CH-3012 Bern
Analytic construction of Lévy-type processes and applications
Victoriya Knopova (Dresden)
Starting with a non-local operator of certain type, we show that under certain assumptions this operator gives rise to a strong Markov semigroup in the space of continuous functions, vanishing at infinity. As a part of the construction, we show that the related Markov process possesses a transition probability density. We investigate the properties of the constructed density, e.g. the assumption under which it possesses pointwise bounds, and the possible applications of such a result.
