A criterion for invariant measures of Itô processes based on the symbol
From MaRDI portal
Publication:2515514
DOI10.3150/14-BEJ618zbMath1328.60130arXiv1310.4333MaRDI QIDQ2515514
Anita Behme, Alexander Schnurr
Publication date: 5 August 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.4333
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05) Transition functions, generators and resolvents (60J35)
Related Items (5)
A class of Lévy driven SDEs and their explicit invariant measures ⋮ Laplace symbols and invariant distributions ⋮ From Markov processes to semimartingales ⋮ The fourth characteristic of a semimartingale ⋮ On the Range of Exponential Functionals of Lévy Processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the semimartingale nature of Feller processes with killing
- On exponential functionals of Lévy processes
- The symbol associated with the solution of a stochastic differential equation
- Delay differential equations driven by Lévy processes: stationarity and Feller properties
- Conservativeness and extensions of Feller semigroups
- Invariant measures and evolution equations for Markov processes characterized via martingale problems
- Characteristic functions and symbols in the theory of Feller processes
- Invariant measures and symmetry property of Lévy type operators
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
- Finely harmonic functions
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- A Classification of Deterministic Hunt Processes with Some Applications
- Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise
- Semimartingales and Markov processes
This page was built for publication: A criterion for invariant measures of Itô processes based on the symbol
