Time change equations for Lévy-type processes

DOI10.1016/j.spa.2017.06.011zbMath1382.60110arXiv1508.02235OpenAlexW2962782250MaRDI QIDQ681994

Paul Krühner, Alexander Schnurr

Publication date: 13 February 2018

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

Full work available at URL: https://arxiv.org/abs/1508.02235

zbMATH Keywords

symbolrandom time changemultiplicative perturbationLévy-type process

Mathematics Subject Classification ID

Related Items (3)

Inhomogeneous time change equations for Markov chains and their applications ⋮ Maximal inequalities and some applications ⋮ Entrance and exit at infinity for stable jump diffusions

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