Growth and Hölder conditions for the sample paths of Feller processes

From MaRDI portal
Publication:1281422

DOI10.1007/s004400050201zbMath0930.60013OpenAlexW2044345690MaRDI QIDQ1281422

Rene L. Schilling

Publication date: 15 February 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050201



Related Items

On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators, Operator-stable-like processes, Markov chain approximation of pure jump processes, The growth of additive processes, Reflected spectrally negative stable processes and their governing equations, Gradient estimates of harmonic functions and transition densities for Lévy processes, STRONG FELLER CONTINUITY OF FELLER PROCESSES AND SEMIGROUPS, On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion, The scaling limit behaviour of periodic stable-like processes, Sobolev regularity of occupation measures and paths, variability and compositions, Regularity for semigroups of Ornstein-Uhlenbeck processes, On Adjoint Additive Processes, Nonlinear Markov semigroups and interacting Lévy type processes, Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type, Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators, Coupling property and gradient estimates of Lévy processes via the symbol, Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators, Upper functions for sample paths of Lévy(-type) processes, On the small-time behaviour of Lévy-type processes, Homogenization of periodic diffusion with small jumps, Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs, Ergodicity of Lévy-Type Processes, Schauder estimates for equations associated with Lévy generators, Sub-Feller semigroups generated by pseudodifferential operators on symmetric spaces of noncompact type, Typical long-time behavior of ground state-transformed jump processes, Maximal inequalities and some applications, On recurrence and transience of two-dimensional Lévy and Lévy-type processes, From Markov processes to semimartingales, Distributed-order fractional diffusions on bounded domains, On the semimartingale nature of Feller processes with killing, Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications, Multifractal properties of sample paths of ground state-transformed jump processes, Strong and Weak Disorder for Lévy Directed Polymers in Random Environment, Recurrence and transience criteria for two cases of stable-like Markov chains, On the domain of fractional Laplacians and related generators of Feller processes, Maximum Principles and Aleksandrov--Bakelman--Pucci Type Estimates for NonLocal Schrödinger Equations with Exterior Conditions, Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators, On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes, Numerical solutions for fractional reaction-diffusion equations, Zero-energy bound state decay for non-local Schrödinger operators, Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes, Existence and estimates of moments for Lévy-type processes, Time change equations for Lévy-type processes, On martingale problems and Feller processes, Stochastic solutions of conformable fractional Cauchy problems, On the Feller property of Dirichlet forms generated by pseudo differential operators, Uniform dimension results for a family of Markov processes, Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials, Multidimensional Lévy white noise in weighted Besov spaces, Q‐matrices as pseudo‐differential operators with negative definite symbols, On exit time from balls of jump-type symmetric Markov processes, STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝd, Dirichlet operators and the positive maximum principle, Heat kernels of non-symmetric Lévy-type operators, Periodic homogenization of a Lévy-type process with small jumps, Long-time behavior for a class of Feller processes, The fourth characteristic of a semimartingale, On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes, Sample paths of white noise in spaces with dominating mixed smoothness, Schauder estimates for Poisson equations associated with non-local Feller generators, Wavelet analysis of the Besov regularity of Lévy white noise, APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS, Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains, The \(n\)-term approximation of periodic generalized Lévy processes, Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing, The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials, Aspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type Generators, Brownian subordinators and fractional Cauchy problems, On association and other forms of positive dependence for Feller processes, Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises, Study of dependence for some stochastic processes: symbolic Markov copulae, Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes, Some theorems on Feller processes: Transience, local times and ultracontractivity, Markov-modulated affine processes, The Euler Scheme for Feller Processes, Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity, Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\), Feller generators with measurable lower order terms, Lower bounds of the Hausdorff dimension for the images of Feller processes, Barriers, exit time and survival probability for unimodal Lévy processes, Estimates of transition densities and their derivatives for jump Lévy processes, Heat trace asymptotics of subordinate Brownian motion in Euclidean space, Anisotropic fractional diffusion tensor imaging, Interior Schauder estimates for elliptic equations associated with Lévy operators