Operator-stable-like Processes
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2020
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910300023816192 |
|---|---|
| author | Scheffler, Peter Schnurr, Alexander Schulte, Daniel |
| author_facet | Scheffler, Peter Schnurr, Alexander Schulte, Daniel |
| contents | In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of processes, we analyze maximal estimates, the existence of moments, the short- and long-time behavior of the sample paths and $p$-variation. The class introduced here includes stable-like processes as special case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2011_00783 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Operator-stable-like Processes Scheffler, Peter Schnurr, Alexander Schulte, Daniel Probability 60J75, 60H10, 60J35, 60J25, 47G30 In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of processes, we analyze maximal estimates, the existence of moments, the short- and long-time behavior of the sample paths and $p$-variation. The class introduced here includes stable-like processes as special case. |
| title | Operator-stable-like Processes |
| topic | Probability 60J75, 60H10, 60J35, 60J25, 47G30 |
| url | https://arxiv.org/abs/2011.00783 |