The symbol associated with the solution of a stochastic differential equation
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Publication:638325
DOI10.1214/EJP.v15-807zbMath1226.60116arXiv0912.1458OpenAlexW2135591486WikidataQ115240717 ScholiaQ115240717MaRDI QIDQ638325
Alexander Schnurr, Rene L. Schilling
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.1458
stochastic differential equationLévy processpseudo-differential operatorsemimartingaleBlumenthal-Getoor indexsample path properties
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Stochastic integral equations (60H20) Pseudodifferential operators (47G30)
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