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arXiv · 1607.02836

Maximum principles for nonlocal parabolic Waldenfels operators

Qiao Huang·Jinqiao Duan·Jiang-Lun Wu
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Abstract

As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructing Markov processes with boundary conditions (in particular the construction with jumps). This work is devoted to prove the weak and strong maximum principles for `parabolic' equations with nonlocal Waldenfels operators. Applications in stochastic differential equations with $α$-stable Lévy processes are presented to illustrate the maximum principles.

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Qiao Huang, Jinqiao Duan, Jiang-Lun Wu. 2018-05-14. Maximum principles for nonlocal parabolic Waldenfels operators. https://doi.org/10.1142/s1664360719500152

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