Time change equations for Lévy-type processes

DOI10.1016/j.spa.2017.06.011zbMath1382.60110arXiv1508.02235OpenAlexW2962782250MaRDI QIDQ681994

Paul Krühner, Alexander Schnurr

Publication date: 13 February 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02235

zbMATH Keywords

symbolrandom time changemultiplicative perturbationLévy-type process

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Sample path properties (60G17)

Related Items

Inhomogeneous time change equations for Markov chains and their applications, Maximal inequalities and some applications, Entrance and exit at infinity for stable jump diffusions

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