scientific article; zbMATH DE number 3159046
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Publication:3276933
zbMATH Open0097.33703MaRDI QIDQ3276933FDOQ3276933
R. K. Getoor, R. M. Blumenthal
Publication date: 1961
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Cited In (only showing first 100 items - show all)
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
- Maximal speed of particles in super-lévy process
- Path properties of processes with independent and interchangeable increments
- Hausdorff and Fourier dimension of graph of continuous additive processes
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
- Precise asymptotic approximations for kernels corresponding to Lévy processes
- On the domain of fractional Laplacians and related generators of Feller processes
- Multiple Points of a Random Field
- From Markov processes to semimartingales
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
- The \(n\)-term approximation of periodic generalized Lévy processes
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- Extensions of Regularity for a Lévy Process
- Local times for Markov processes
- Unbiased parameter inference for a class of partially observed Lévy-process models
- Uniform dimension results for processes with independent increments
- Path regularity for Feller semigroups via Gaussian kernel estimates and generalizations to arbitrary semigroups on \(C_0\)
- Spectral asymptotics for fractional Laplacians
- Wavelet analysis of the Besov regularity of Lévy white noise
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
- Packing measure functions of subordinators sample paths
- The log-Lévy moment problem via Berg–Urbanik semigroups
- Right inverses of nonsymmetric Lévy processes.
- Local growth of the sample paths of random fields with independent increments. II
- Some remarks on Besov spaces and the wavelet de-noising method
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups
- Lower bounds of the Hausdorff dimension for the images of Feller processes
- Strong gamma-variation and \(R_ s-\)valued random measures
- Sobolev regularity of occupation measures and paths, variability and compositions
- Some path properties of generalized Lévy sheet
- Random walks and Lévy processes as rough paths
- Hausdorff dimension of the image of additive processes
- Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals
- Estimation of state-dependent jump activity and drift for Markovian semimartingales
- Semilinear Markov processes, subordinators and renewal theory
- Schrödinger equations with smooth measure potential and general measure data
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
- Limit Theorems for Variational Sums
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
- On the potential theory of subordinators
- Variational sums of infinitesimal systems
- Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
- Uniform dimension results for the inverse images of symmetric Lévy processes
- Turán inequalities and complete monotonicity for a class of entire functions
- Davie's type uniqueness for a class of SDEs with jumps
- Noise reinforcement for Lévy processes
- Local times for two-parameter Levy processes
- Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments
- A class of special subordinators with nested ranges
- Geometrically Convergent Simulation of the Extrema of Lévy Processes
- The Admissible Mean Values of a Stochastic Process
- Regularity of an abstract Wiener integral
- The Hausdorff dimension of the sample path of a subordinator
- Generalized dimensions of images of measures under Gaussian processes
- Path properties of superprocesses with a general branching mechanism
- Exit Properties of Stochastic Processes with Stationary Independent Increments
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- The growth of additive processes
- Passage of Lévy processes across power law boundaries at small times
- Small-time moment asymptotics for Lévy processes
- A packing dimension theorem for Gaussian random fields
- Heat trace asymptotics of subordinate Brownian motion in Euclidean space
- Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes
- Existence and estimates of moments for Lévy-type processes
- The correct measure function for the graph of a transient stable process
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process
- Sample path properties of processes with stable components
- Renewal sets and random cutouts
- Near-optimal estimation of jump activity in semimartingales
- On the stochastic heat equation with spatially-colored random forcing
- Estimating the degree of activity of jumps in high frequency data
- The Hausdorff dimension of the range of the Lévy multistable processes
- Finiteness of integrals of functions of Lévy processes
- High-frequency Donsker theorems for Lévy measures
- Multidimensional Lévy white noise in weighted Besov spaces
- Lower functions for increasing random walks and subordinators
- Packing dimension of the range of a Lévy process
- Small time two-sided LIL behavior for Lévy processes at zero
- Singularity sets of Lévy processes
- Multifractal analysis of Lévy fields
- The strong p-variation of martingales and orthogonal series
- Hölder exponent for a two-parameter Lévy process
- Lévy processes: capacity and Hausdorff dimension
- Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
- Convergence of extreme values of Poisson point processes at small times
- Schauder estimates for equations associated with Lévy generators
- A local-time correspondence for stochastic partial differential equations
- New results on Hunt's hypothesis (H) for Lévy processes
- Further study on Hunt's hypothesis (H) for Lévy processes
- Functional quantization rate and mean regularity of processes with an application to Lévy processes
- Hunt's hypothesis (H) for the sum of two independent Lévy processes
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
- Asymptotically optimal discretization of hedging strategies with jumps
- Realized Laplace transforms for estimation of jump diffusive volatility models
- Path behavior of processes with stationary independent increments
- Zooming in on a Lévy process at its supremum
- Local times of additive Lévy processes.
- Local extinction in continuous-state branching processes with immigration
- A small-time coupling between \(\Lambda\)-coalescents and branching processes
- Stable processes: Sample function growth at a local minimum
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