scientific article; zbMATH DE number 3159046

zbMATH Open0097.33703MaRDI QIDQ3276933FDOQ3276933

Authors: R. M. Blumenthal, R. K. Getoor 

Publication date: 1961

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zbMATH Keywords

probability theory

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
• On the rôle of singular functions in extending the probabilistic symbol to its most general class
• Lower envelopes near zero and infinity for processes with stable components
• Upper functions for sample paths of Lévy(-type) processes
• Average-tempered stable subordinators with applications
• A uniform dimension result for two-dimensional fractional multiplicative processes
• A limit theorem for local time and application to random sets
• Regulating stochastic clocks§
• The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities
• Intermittency in the small-time behavior of Lévy processes
• Noise reinforced Lévy processes: Lévy-Itô decomposition and applications
• Approximation of stochastic integrals with jumps via weighted BMO approach
• A Monte Carlo algorithm for the extrema of tempered stable processes
• Some Sample Function Properties of a Process with Stationary Independent Increments
• Multiple points for transient symmetric L�vy processes in R d
• Input estimation from discrete workload observations in a Lévy-driven storage system
• When is the convex hull of a Lévy path smooth?
• Set-valued stochastic integrals for convoluted Lévy processes
• Short-time behavior of solutions to Lévy-driven stochastic differential equations
• Modulus of continuity for continuous additive functional
• How smooth can the convex hull of a Lévy path be?
• 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

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