In this thesis, we present a new existence result for Lévy-type processes. Lévy-type processes behave locally like a Lévy process, but the Lévy triplet may depend on the current position of the process. They can be characterized by their so-called symbol; this is the analogue of the characteristic exponent in the Lévy case. Using a parametrix construction, we prove the existence of Lévy-type processes with a given symbol under weak regularity assumptions on the regularity of the symbol. Applications range from existence results for stable-like processes and mixed processes to uniqueness results for Lévy-driven stochastic differential equations.
Moreover, we discuss sufficient conditions for the existence of moments of Lévy-type processes and derive estimates for fractional moments.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:30006 |
| Date | 25 November 2016 |
| Creators | Kühn, Franziska |
| Contributors | Schilling, René L., Kulik, Alexei, Technische Universität Dresden |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:doctoralThesis, info:eu-repo/semantics/doctoralThesis, doc-type:Text |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.0019 seconds