… results to additive processes, which are timeinhomogeneous Lévy processes, often arising
… additive processes by relaxing “stationary increments” in the definition of a Lévy process. The …

… ) Feller continuous Markov process when the increments of … prove sub-geometrical ergodicity
of Markov chains. In [12], a … we consider general Feller processes and approximations but …

… of (7.27) is calculated with the Markov chain rule of Proposition 7.4 … Lévy processes that,
however, we will be obliged to neglect. … Our approximated FokkerPlanck equation with constant …

… Lévy-type processes are also known as Feller processes; we … -math-0072 is a rich Feller
process whose symbol q does not … stationary and independent increments and càdlàg sample …

… empirical processes arising from discretely sampled increments of a univariate Lévy process…
From the expansion we see that the approximation error \(\Delta _n^{-1}{{\mathrm{{\mathbb {…

… to natural up-down Markov chains on discrete partitions based … [9] and uniform local time
approximations [17]. We prove Theorem … These diffusions contain the Feller diffusion, which is a …

… functionals of Lévy processes. In [11], Böinghoff and Hutzenthaler have studied the Feller
diffusion … That is to say K has stationary and independent increments with c`adl`ag paths. For …

… Rd having stationary and independent increments. In addition, … Lévy processes, namely
(one-dimensional strictly) α-stable … (Tt)t≥0 a Feller semigroup and (Xt)t≥0 a Feller process if the …

… of the original Markov process, ν is the Lévy measure of the … original process X(n) is a generic
discrete-time Markov chain … processes studied in this paper are discrete approximation of …

… where ξ = (ξt)t≥0 is a Lévy process starting from 0 and drifting … Lévy process ξ is a process
with stationary and independent increments and its law is characterized completely by its Lévy…