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University of Illinois at Urbana-Champaign
On the Estimates of the Density of Feynman-Kac Semigroups of Alpha-Stable-Like Processes and the Purely Discontinuous Girsanov Transform of Alpha-Stable-Like Processes
Abstract
dc:descriptionIn this dissertation, we study two-sided estimates of the density of Feynman-Kac semigroups of alpha-stable-like processes and two-sided estimates of the density of purely discontinuous Girsanov transforms of alpha-stable-like processes. Without assuming symmetry of the processes, under certain conditions, we show that the density of Feynman-Kac semigroups of alpha-stable-like processes and the density of purely discontinuous Girsanov transforms of alpha-stable-like processes are comparable to the transition density of the alpha-stable-like processes.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Mathematics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2015
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Wang, Chunlin
- Contributors dc:contributor
-
- Song, Renming
Subjects
dc:subject × 1Rights
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
- (MiAaPQ)AAI3290418
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/86892