Operator-stable-like processes

DOI10.1080/07362994.2021.2002165OpenAlexW4205391860MaRDI QIDQ5880394

Unnamed Author, Alexander Schnurr, Unnamed Author

Publication date: 9 March 2023

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

Full work available at URL: https://arxiv.org/abs/2011.00783

zbMATH Keywords

symbolpath propertiesLévy-type processItô processSDEoperator-stable process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30) Stochastic processes (60Gxx)

Cites Work

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• Lévy Processes and Stochastic Calculus
• Semimartingales and Markov processes
• The Sensitivity of the Matrix Exponential
• Operator-Stable Probability Distributions on Vector Groups

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