Growth and Hölder conditions for the sample paths of Feller processes (Q1281422): Difference between revisions
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Latest revision as of 22:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Growth and Hölder conditions for the sample paths of Feller processes |
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Growth and Hölder conditions for the sample paths of Feller processes (English)
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15 February 2000
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For a wide class of Feller processes the limit behaviour as \(t\to 0\) and \(t\to\infty\) is investigated. For that certain indices are introduced, in case of Lévy processes coinciding with the Blumenthal-Getoor indices [see \textit{R. M. Blumenthal} and \textit{R. K. Getoor}, J. Math. Mech. 10, 493-516 (1961; Zbl 0097.33703)]. The results extend the Lévy processes case considered by \textit{W. Pruitt} [Ann. Probab. 9, 948-956 (1981; Zbl 0477.60033)].
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Feller process
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growth index
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limiting behaviour
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Hölder condition
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pseudodifferential operator
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semimartingale
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