Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications

DOI10.3150/12-BEJ441zbMath1301.60092arXiv1312.3091MaRDI QIDQ2435232

Alexander Schnurr

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.3091

zbMATH Keywords

symbolsemimartingaleFeller processItō processsample path propertiesCOGARCH processgeneralized indicesfine continuityfine propertieshomogeneous diffusions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Sample path properties (60G17)

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