Occupation time densities for stable-like processes and other pure jump Markov processes
From MaRDI portal
Publication:1109425
DOI10.1016/0304-4149(88)90028-2zbMath0655.60063OpenAlexW2072763083MaRDI QIDQ1109425
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(88)90028-2
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
A remark on non-local operators with variable order ⋮ Uniqueness in law for pure jump Markov processes ⋮ Estimation of state-dependent jump activity and drift for Markovian semimartingales ⋮ Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms ⋮ The martingale problem for a class of stable-like processes ⋮ Some theorems on Feller processes: Transience, local times and ultracontractivity ⋮ Monotone systems involving variable-order nonlocal operators ⋮ Anisotropic fractional diffusion tensor imaging
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Malliavin calculus for pure jump processes and applications to local time
- Uniqueness in law for pure jump Markov processes
- Local times for a class of purely discontinuous martingales
- A convolution equation and hitting probabilities of single points for processes with stationary independent increments
This page was built for publication: Occupation time densities for stable-like processes and other pure jump Markov processes
