Upper functions for sample paths of Lévy(-type) processes

DOI10.3150/21-BEJ1441WikidataQ113701724 ScholiaQ113701724MaRDI QIDQ2676945

Franziska Kühn

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.06541

zbMATH Keywords

small-time asymptoticsLévy processmaximal inequalitymartingale problemFeller processupper functionsample path behaviour

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov processes (60Jxx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx)

Related Items (1)

Maximal inequalities and some applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the small-time behaviour of Lévy-type processes
• From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet
• Splitting at backward times in regenerative sets
• The symbol associated with the solution of a stochastic differential equation
• The martingale problem for a class of stable-like processes
• Small time two-sided LIL behavior for Lévy processes at zero
• Uniqueness in law for pure jump Markov processes
• The growth of random walks and Levy processes
• A short note on the conditional Borel-Cantelli lemma
• Growth and Hölder conditions for the sample paths of Feller processes
• A symbolic calculus for pseudo differential operators generating Feller semigroups
• Stable-like processes: Construction of the transition density and the behavior of sample paths near \(t=0\)
• On the domain of fractional Laplacians and related generators of Feller processes
• On martingale problems and Feller processes
• Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• Existence of resonances for the spin-boson model with critical coupling function
• Laws of the iterated logarithm for symmetric jump processes
• Markov processes, semigroups and generators.
• Passage of Lévy processes across power law boundaries at small times
• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Equivalence of Stochastic Equations and Martingale Problems
• Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
• Probability: A Graduate Course
• A note on the existence of transition probability densities of Lévy processes

This page was built for publication: Upper functions for sample paths of Lévy(-type) processes