… stationary increments. Our standard references are [36, 65]. … Markov processes in Section
1.4, we define Lévy processes, … of smooth functions approximating nonsmooth functions, via …

… invariant Markov processes, many aspects of Lévy processes … and stationary increments,
and will be called a Lévy process in … is a Feller process and is identical in distribution to a Lévy …

… weakly mean reverting Levy driven diffusion processes. For a … to prove sub-geometrical
ergodicity of Markov chains. In [15], a … consider general Feller processes and approximations but …

… This approach gives a numerical method to approximate the value function and suggest a
way … up Lévy processes, we can construct several examples which are also Feller processes. …

… we can prove the strong Feller property via gradient estimates … with increments being stationary
in time is known as a Lévy … by a suitable approximation of the Lévy process Z. Results in …

… We consider the estimation problem of misspecified ergodic Lévy driven stochastic … process,
the theory of extended Poisson equation for time-homogeneous Feller Markov processes …

… of the integral, solving approximately using increments of the process, δWj = W((j + 1)δt) −
W(… propose very accurate approximate models suitable for likelihood and Bayesian inference …

… of Lévy processes : the jump-diffusion processes. The study of the general Lévy process will
be … Since we could have taken any number of increments of X and not just two of them, this …

… models to be asymptotically approximated by a normal location … increments implies that a
Lévy process is a Markov process … (1.3.1) is that the transition density of the Markov chain (X i …

… homogenization of a Feller process generated by a pseudo-differential operator, the so-called
Lévy-type process. Under … with stationary and independent increments. Moreover, unlike …