Operator-stable-like processes

DOI10.1080/07362994.2021.2002165MaRDI QIDQ5880394zbMATH OpenOpenAlexFDO

Authors Alexander Schnurr

Publication date 9 March 2023

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.00783

zbMATH Keywords

Itô processLévy-type processoperator-stable processpath propertiesSDEsymbol

Mathematics Subject Classification ID

Pseudodifferential operators (47G30) Stochastic processes (60Gxx) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

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Cites work

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• Operator-Stable Probability Distributions on Vector Groups
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• Uniqueness in law for pure jump Markov processes

Cited in

(4)

• Long-time behavior of stable-like processes
• Operator-stable and operator-self-similar random fields
• Sample Path Properties of a Class of Operator Stable Processes
• scientific article; zbMATH DE number 3930021 (Why is no real title available?)

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