Stationary distributions for jump processes with memory

DOI10.1214/11-AIHP428zbMath1263.60072arXiv1010.1572OpenAlexW2963660350MaRDI QIDQ441237

Krzysztof Burdzy, Tadeusz Kulczycki, Rene L. Schilling

Publication date: 20 August 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1572

zbMATH Keywords

stationary distributionstable Lévy processprocess with memory

Mathematics Subject Classification ID

Related Items (1)

Billiards with Markovian reflection laws

Cites Work

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• Heat kernel upper bounds for jump processes and the first exit time
• A construction of markov processes by piecing out

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