Growth and Hölder conditions for the sample paths of Feller processes

DOI10.1007/s004400050201zbMath0930.60013MaRDI QIDQ1281422

Rene L. Schilling

Publication date: 15 February 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050201

zbMATH Keywords

pseudodifferential operator; semimartingale; growth index; Feller process; Hölder condition; limiting behaviour

Mathematics Subject Classification ID

60F15: Strong limit theorems

60G17: Sample path properties

60J35: Transition functions, generators and resolvents

35S99: Pseudodifferential operators and other generalizations of partial differential operators

Related Items

STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ^d, Dirichlet operators and the positive maximum principle, The scaling limit behaviour of periodic stable-like processes, Nonlinear Markov semigroups and interacting Lévy type processes, Numerical solutions for fractional reaction-diffusion equations, On exit time from balls of jump-type symmetric Markov processes, The growth of additive processes, Distributed-order fractional diffusions on bounded domains, On the Feller property of Dirichlet forms generated by pseudo differential operators, Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\), Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing, Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains, Strong and Weak Disorder for Lévy Directed Polymers in Random Environment, APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS, Brownian subordinators and fractional Cauchy problems