Criteria for the finiteness of the strong p-variation for Lévy-type processes

DOI10.1080/07362994.2017.1333007zbMath1373.60073arXiv1602.00942OpenAlexW2269040155MaRDI QIDQ4588299

Alexander Schnurr, Martynas Manstavičius

Publication date: 2 November 2017

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.00942

zbMATH Keywords

\(p\)-variationLévy-type processgeneralized indicesLévy driven SDEsprobabilistic symbol

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

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