Potential theory of geometric stable processes
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Publication:2498924
DOI10.1007/s00440-005-0470-3zbMath1099.60051OpenAlexW2108357239MaRDI QIDQ2498924
Hrvoje Šikić, Zoran Vondraček, Renming Song
Publication date: 11 August 2006
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-005-0470-3
Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Stable stochastic processes (60G52)
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Cites Work
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- Some Theorems on Stable Processes
- Harnack inequalities for non-local operators of variable order
- The Variance Gamma Process and Option Pricing
- Harnack inequality for some discontinuous Markov processes with a diffusion part
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