Laplace symbols and invariant distributions

DOI10.1016/j.spl.2018.01.023zbMath1406.60108arXiv1509.04727OpenAlexW2962817818MaRDI QIDQ1640955

Alexander Schnurr, Anita Behme

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.04727

zbMATH Keywords

Laplace transforminvariant measurestationaritysymbolLévy-type processItô process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• On the limit distributions of continuous-state branching processes with immigration
• The symbol associated with the solution of a stochastic differential equation
• Conservativeness and extensions of Feller semigroups
• Feller processes generated by pseudo-differential operators: On the Hausdorff dimension of their sample paths
• Characteristic functions and symbols in the theory of Feller processes
• Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
• A criterion for invariant measures of Itô processes based on the symbol
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Laplace symbols and invariant distributions