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Kolokoltsov, V. N. (Vasiliĭ Nikitich). (2004) On Markov processes with decomposable pseudodifferential generators. Stochastics and Stochastics Reports, Vol.76 (No.1). pp. 144. ISSN 10451129

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Official URL: http://dx.doi.org/10.1080/10451120410001661250
Abstract
The paper is devoted to the study of Markov processes in finitedimensional convex cones (especially R d and ) with a decomposable generator, i.e. with a generator of the form where every A n acts as a multiplication operator by a positive, not necessarily bounded, continuous function a n (x) and where every ψ n generates a Lévy process, i.e. a process with i.i.d. increments in R d . The following problems are discussed: (i) existence and uniqueness of Markov or Feller processes with a given generator, (ii) continuous dependence of the process on the coefficients a n and the starting points, (iii) well posedness of the corresponding martingale problem, (iv) generalized solutions to the Dirichlet problem, (v) regularity of boundary points.
Item Type:  Journal Article 

Subjects:  Q Science > QA Mathematics 
Divisions:  Faculty of Science > Statistics 
Library of Congress Subject Headings (LCSH):  Markov processes 
Journal or Publication Title:  Stochastics and Stochastics Reports 
Publisher:  Taylor & Francis 
ISSN:  10451129 
Date:  2004 
Volume:  Vol.76 
Number:  No.1 
Page Range:  pp. 144 
Identification Number:  10.1080/10451120410001661250 
Status:  Peer Reviewed 
Publication Status:  Published 
Access rights to Published version:  Restricted or Subscription Access 
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URI:  http://wrap.warwick.ac.uk/id/eprint/39211 
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