[PDF][PDF] An introduction to Lévy and Feller processes

RL Schilling - Lévy-type processes to parabolic SPDEs …, 2016 - researchgate.net
… it possible to find the approximating Poisson variables in de … of a process with stationary and
independent increments. … – we can identify processes with independent increments as those …

Lévy matters. VI

F Kühn - Lecture Notes in Mathematics, 2017 - Springer
Markov processes in Sect. 1.2, we define Lévy processes, subordinators and Feller processes
… difficult to see from the stationarity and the independence of the increments that .Q; QA; FL …

An Introduction to L\'evy and Feller Processes. Advanced Courses in Mathematics-CRM Barcelona 2014

RL Schilling - arXiv preprint arXiv:1603.00251, 2016 - arxiv.org
… of Lévy processes, and we show how our proof of the Lévy–… it possible to find the approximating
Poisson variables in de … can identify processes with independent increments as those …

Recursive computation of the invariant distribution of Markov and Feller processes

G Pagès, C Rey - 2017 - hal.science
approximate ergodic regimes of Markov and Feller processes. … variant measures for Levy
diffusion processes still using the … related to the increments of the approximation semigroup Qγ, …

On martingale problems and Feller processes

F Kühn - 2018 - projecteuclid.org
… As an application we prove new existence and uniqueness results for Lévy-driven … is a Lévy
process. This is equivalent to saying that (Lt)t≥0 has stationary and independent increments

Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes

F Kühn - Proceedings of the American Mathematical Society, 2018 - ams.org
… A Lévy process (Lt)t≥0 is a rich Feller process whose symbol … t≥0 has stationary and
independent increments and c`adl`ag … ) and the Lévy process (Lt)t≥0 are related through the …

Dependence structures in Lévy-type Markov processes

EB Tu - 2017 - trace.tennessee.edu
… We study Feller processes, a type of Markov process which … the association of Lévy processes
and Feller processes.. We … , and more) for jump-Feller processes and give applications. In …

Monotone increment processes, classical Markov processes, and Loewner chains

U Franz, T Hasebe, S Schleißinger - arXiv preprint arXiv:1811.02873, 2018 - arxiv.org
Lévy processes (namely, if we assume stationary increments). … (Section 4.7) and we clarify
the Feller property, give explicit … continuous, we can approximate them uniformly by smooth …

Recursive computation of the invariant distribution of Markov and Feller processes

C Rey - arXiv preprint arXiv:1703.04557, 2017 - arxiv.org
… applications: Approximation of Markov Brownian diffusion … for weakly mean reverting Levy
driven diffusion processes, still … )t⩾0 a continuous time Markov chain taking values in the finite …

L\'evy-type processes: convergence and discrete schemes

M Gradinaru, T Haugomat - arXiv preprint arXiv:1707.02889, 2017 - arxiv.org
… time Markov processes toward locally Feller processes in terms … The heuristics is as follows:
first we approximate the Lévy … Theorem 4.5 (Approximation with Lévy increments). Let (εn)n …