Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications (Q2435232): Difference between revisions

The `symbol' of a process is defined as the state-dependent right derivative at \(t = 0\) of the characteristic function and is used in turn to define four `indices at the origin' and four `indices at infinity' for the process. The main result is a characterization of sample path asymptotics for homogeneous diffusions as time tends to zero, resp.\ infinity, in terms of these indices. Examples and related results are provided. A separate contribution is a construction of a homogeneous diffusion that is not Markov.