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Search: subject:"Pseudo-differential operator"
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Pseudo-differential operator
2
Blumenthal–Getoor index
1
Dependence
1
Feller process
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Hausdorff dimension
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Marginal laws
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Markov consistency
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Markov copulae
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Bielecki, Tomasz R.
1
Jakubowski, Jacek
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Knopova, V.
1
Niewȩgłowski, Mariusz
1
Schilling, R.L.
1
Wang, J.
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Statistics & Probability Letters
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Stochastic Processes and their Applications
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Lower bounds of the Hausdorff dimension for the images of Feller processes
Knopova, V.
;
Schilling, R.L.
;
Wang, J.
- In:
Statistics & Probability Letters
97
(
2015
)
C
,
pp. 222-228
Let (Xt)t⩾0 be a Feller process generated by a
pseudo-differential
operator
whose symbol satisfies ‖p(⋅,ξ)‖∞⩽c(1+|ξ|2 …
Persistent link: https://www.econbiz.de/10011189335
Saved in:
2
Study of dependence for some stochastic processes: Symbolic Markov copulae
Bielecki, Tomasz R.
;
Jakubowski, Jacek
; …
- In:
Stochastic Processes and their Applications
122
(
2012
)
3
,
pp. 930-951
in the concept of
pseudo-differential
operator
(PDO). We investigate connections between dependence, in the sense …
Persistent link: https://www.econbiz.de/10011065029
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