Characteristic functions and symbols in the theory of Feller processes
From MaRDI portal
Publication:1383846
DOI10.1023/A:1017983112289zbMath0908.60041OpenAlexW180389601MaRDI QIDQ1383846
Publication date: 2 March 1999
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017983112289
Markov semigroups and applications to diffusion processes (47D07) Stochastic processes (60G99) Transition functions, generators and resolvents (60J35)
Related Items
On some generalizations of non-Archimedean pseudo-differential operators and their applications, A class of Lévy driven SDEs and their explicit invariant measures, Laplace symbols and invariant distributions, A geometric interpretation of the transition density of a symmetric Lévy process, Markov projection of semimartingales -- application to comparison results, From Markov processes to semimartingales, Feynman formulae for Feller semigroups, On the semimartingale nature of Feller processes with killing, Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications, LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS, Continuous random walks and fractional powers of operators, Wavelet solution of variable order pseudodifferential equations, The fourth characteristic of a semimartingale, Characterisations of function spaces of generalised smoothness, A criterion for invariant measures of Itô processes based on the symbol, Aspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type Generators, Brownian subordinators and fractional Cauchy problems, Study of dependence for some stochastic processes: symbolic Markov copulae, Some theorems on Feller processes: Transience, local times and ultracontractivity
