Time change equations for Lévy-type processes-Reference-Cited by-同舟云学术

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Time change equations for Lévy-type processes

Published:2018-03 Issue:3 Volume:128 Page:963-978
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Krühner Paul^ORCID,Schnurr Alexander

Funder

DFG

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference25 articles.

1. Processes of normal inverse Gaussian type;Barndorff-Nielsen;Finance Stoch.,1998

2. Markov Processes and Potential Theory;Blumenthal,1968

3. Lévy Matters III;Böttcher,2013

4. Semimartingales and Markov processes;Cinlar;Z. Wahrscheinlichkeitstheor. Verwandte Geb.,1980

5. A jump-type sde approach to real-valued self-similar Markov processes;Döring;Trans. Amer. Math. Soc.,2015

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Invariant measures of Lévy-type operators and their associated Markov processes;Electronic Journal of Probability;2024-01-01

2. Maximal inequalities and some applications;Probability Surveys;2023-01-01

3. Inhomogeneous time change equations for Markov chains and their applications;Stochastic Analysis and Applications;2021-05-19

4. Entrance and exit at infinity for stable jump diffusions;The Annals of Probability;2020-05-01

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