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

Wang, Chunlin

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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