Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
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Publication:2637246
DOI10.1007/978-3-319-02684-8zbMath1384.60004OpenAlexW2493286896MaRDI QIDQ2637246
Björn Böttcher, Jian Wang, Rene L. Schilling
Publication date: 10 February 2014
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-02684-8
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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