Schauder estimates for Poisson equations associated with non-local Feller generators

F Kühn - Journal of Theoretical Probability, 2021 - Springer
… class of Feller processes, eg random time changes of Lévy … of the Euler–Maruyama
approximation (see eg [11, 31, 46] … 0}\) has stationary and independent increments. It is natural to …

On recurrence and transience of some Lévy-type processes in ℝ

V Knopova - Theory of Probability and Mathematical Statistics, 2023 - ams.org
… We assume that our Markov process X has a Feller property, ie … with independent time
homogeneous increments), … , Soulier [11] for the case of Markov chains. We also refer to the recent …

[图书][B] Topics in infinitely divisible distributions and Lévy processes

A Rocha-Arteaga, K Sato - 2019 - books.google.com
Lévy processes are mathematical models of random … are stochastic processes with
independent and stationary increments in … We follow Feller [24] (1971) in using the word “null …

[图书][B] Continuous Parameter Markov Processes and Stochastic Differential Equations

R Bhattacharya, EC Waymire - 2023 - books.google.com
… on processes with independent increments, also called Lévy … on such approximations to
introduce the Poisson processes, … the context of a Markov chain on a countable state space S. …

[PDF][PDF] Conditioned Stable Lévy Processes

T Saizmaa - 2022 - purehost.bath.ac.uk
Feller processes: We now define Feller processes which are a subspace of Markov pro…
Time-reversal duality: Since a Lévy process has stationary and independent increments, its …

Construction and heat kernel estimates of general stable-like Markov processes

V Knopova, A Kulik, R Schilling - arXiv preprint arXiv:2005.08491, 2020 - arxiv.org
… A stable-like process is a Feller process (Xt)t李0 taking … is the property, that all approximating
kernels as well as the … show that L is the generator of a Lévy-type process X = (Xt)t李0 …

Markovian maximal coupling of Markov processes

B Böttcher - arXiv preprint arXiv:1710.09654, 2017 - arxiv.org
… [13]) for Markov chains and later extended to continuous time and … results for Lévy and Feller
processes are summarized. … continuous process with stationary and independent increments

Dini derivatives and regularity for exchangeable increment processes

O Angtuncio Hernández, G Uribe Bravo - Transactions of the American …, 2020 - ams.org
… for Lévy processes from their counterparts for EI processes, … of a stable process (found in
[GMU18b]) and an approximate … for Feller processes) or in the case of extremal EI processes by …

Noise reinforcement for Lévy processes

J Bertoin - 2020 - projecteuclid.org
… First, a random walk can refer to a Markov chain on a graph, … We update the increments Xi
one after another as follows. … Yule processes, and invoke a general result on approximation of …

Infinitely ramified point measures and branching Lévy processes

J Bertoin, B Mallein - 2019 - projecteuclid.org
… with processes with independent and stationary increments. In short… The upshot is that this
yields an approximation of a nested … on a variation of Feller property that we now state. Let (Zn …