On Feller processes with sample paths in Besov spaces
Under mild regularity assumptions on its domain the infinitesimal generator of a Feller process is known to be a pseudo-differential operator. We give a simple condition on the symbol of the generator in order to characterize the smoothness of the sample paths of real-valued Feller processes in terms of Besov spaces \(B^s_{pq}(\mathbb{R})\). Our result extends previous papers on the paths of Gaussian, symmetric \(\alpha\)-stable processes [see \textit{Z. Ciesielski}, \textit{G. Kerkyacharian} and \textit{B. Roynette}, Stud. Math. 107, No. 2, 171-204 (1993; Zbl 0809.60004) and \textit{B. Roynette}, Stochastics Stochastics Rep. 43, No. 3/4, 221-260 (1993; Zbl 0808.60071)], and Lévy processes [see \textit{V. Herren}, Potential Anal. 7, No. 3, 689-704 (1997)].
- Function Spaces as Path Spaces of Feller Processes
- Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\)
- Feller processes generated by pseudo-differential operators: On the Hausdorff dimension of their sample paths
- Growth and Hölder conditions for the sample paths of Feller processes
- Feller processes generated by pseudo-differential operators: On the Hausdorff dimension of their sample paths
- Growth and Hölder conditions for the sample paths of Feller processes
- The domain of definition of the Lévy white noise
- Sample paths of white noise in spaces with dominating mixed smoothness
- Wavelet analysis of the Besov regularity of Lévy white noise
- Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
- On some generalizations of non-Archimedean pseudo-differential operators and their applications
- Sobolev regularity of occupation measures and paths, variability and compositions
- On temporal regularity of stochastic convolutions in 2-smooth Banach spaces
- The \(n\)-term approximation of periodic generalized Lévy processes
- Lower bounds of the Hausdorff dimension for the images of Feller processes
- Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\)
- Feller-type properties and path regularities of Markov processes
- Numerical analysis of additive, Lévy and Feller processes with applications to option pricing
- On the Besov regularity of periodic Lévy noises
- Sample Functions of Stochastic Measures and Besov Spaces
- Function Spaces as Path Spaces of Feller Processes
- Q-matrices as pseudo-differential operators with negative definite symbols
- Multidimensional Lévy white noise in weighted Besov spaces
- Dirichlet operators and the positive maximum principle
- Some further classes of pseudo-differential operators in the p-adic context and their applications
- Path regularity of the Brownian motion and the Brownian sheet
- New classes of \(p\)-adic pseudo-differential operators with negative definite symbols and their applications
- Characterization of Besov spaces with dominating mixed smoothness by differences
- Regularisation of cylindrical Lévy processes in Besov spaces
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