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Title: | 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 |
Author(s): | Wang, Chunlin |
Doctoral Committee Chair(s): | Song, Renming |
Department / Program: | Mathematics |
Discipline: | Mathematics |
Degree Granting Institution: | University of Illinois at Urbana-Champaign |
Degree: | Ph.D. |
Genre: | Dissertation |
Subject(s): | Mathematics |
Abstract: | In 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. |
Issue Date: | 2007 |
Type: | Text |
Language: | English |
Description: | 76 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2007. |
URI: | http://hdl.handle.net/2142/86892 |
Other Identifier(s): | (MiAaPQ)AAI3290418 |
Date Available in IDEALS: | 2015-09-28 |
Date Deposited: | 2007 |
This item appears in the following Collection(s)
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Dissertations and Theses - Mathematics
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Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois