On the parabolic generator of a general one-dimensional Lévy process

DOI10.1214/ECP.v13-1366zbMath1191.60063OpenAlexW2052247480MaRDI QIDQ1038873

Nathalie Eisenbaum, Andreas E. Kyprianou

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226466

zbMATH Keywords

stochastic calculusItô formulalocal time-spaceparabolic generator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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