Occupation time densities for stable-like processes and other pure jump Markov processes

Author:

Bass Richard F.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference10 articles.

1. Local times for a class of purely discontinuous martingales;Bass;Z. Wahrsch. Verw. Geb.,1984

2. R.F. Bass, Uniqueness in law for pure jump Markov processes, to appear in Probability Theory and related fields.

3. The Malliavin calculus for pure jump processes and applications to local time;Bass;Ann. Probability,1986

4. Markov Processes and Potential theory;Blumenthal,1968

5. Résultats de Kesten sur les processus à accroisements indépendants;Bretagnolle,1972

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