Perpetual integral functionals of multidimensional stochastic processes

DOI10.1080/17442508.2021.1900185zbMath1492.60221arXiv2006.09140OpenAlexW3034235231MaRDI QIDQ5086728

José Luís da Silva, Yuri G. Kondratiev, Yuliya S. Mishura

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.09140

zbMATH Keywords

fractional Brownian motionBrownian motionMarkov processcompound Poisson processmultidimensional processesperpetual integral functionals

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Norms (inequalities, more than one norm, etc.) of linear operators (47A30)

Related Items (1)

Random potentials for Markov processes

Cites Work

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• Green measures for Markov processes
• Brownian local times

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