The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities

DOI10.1007/S10959-023-01308-YMaRDI QIDQ6592147zbMATH OpenFDO

Authors Alexander Schnurr

Publication date 24 August 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

semimartingalepath propertiesdiffusion with jumpsgeneralized indicesnon-homogeneous Markov processtime-dependent symbol

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30) Jump processes on general state spaces (60J76)

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• The symbol of a Markov semimartingale.
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