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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


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