Stationary distributions for jump processes with memory

DOI10.1214/11-AIHP428zbMath1263.60072arXiv1010.1572MaRDI QIDQ441237

Krzysztof Burdzy, Rene L. Schilling, Tadeusz Kulczycki

Publication date: 20 August 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1572

zbMATH Keywords

stationary distribution; stable Lévy process; process with memory

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J55: Local time and additive functionals

60J35: Transition functions, generators and resolvents