On the construction of Feller processes with unbounded coefficients
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Publication:428686
DOI10.1214/ECP.v16-1652zbMath1243.60061MaRDI QIDQ428686
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
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Related Items (5)
Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes ⋮ Embedded Markov chain approximations in Skorokhod topologies ⋮ Multifractal properties of sample paths of ground state-transformed jump processes ⋮ FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES ⋮ Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization
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