Generalized solutions to equations for probabilistic characteristics of Levy processes

DOI10.1007/978-3-030-87502-2_40OpenAlexW4312259709MaRDI QIDQ6196699

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Publication date: 15 March 2024

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-87502-2_40

zbMATH Keywords

stochastic equationIto formulaKolmogorov equationLevy processgeneralized transition density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Transition functions, generators and resolvents (60J35)

Cites Work

• Stochastic methods. A handbook for the natural and social sciences
• Itô's stochastic calculus: its surprising power for applications
• Stochastic Cauchy Problems in Infinite Dimensions
• Stochastic Flows and Jump-Diffusions
• Lévy Processes and Stochastic Calculus

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