Occupation time densities for stable-like processes and other pure jump Markov processes

DOI10.1016/0304-4149(88)90028-2zbMath0655.60063OpenAlexW2072763083MaRDI QIDQ1109425

Richard F. Bass

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

zbMATH Keywords

local timeDini continuityjump measure

Mathematics Subject Classification ID

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

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• 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

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