Work

Entrance and exit at infinity for stable jump diffusions

Year: 2018

Type: preprint

Abstract: In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on $-\infty\leq a

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1802.01672

Authors: Doering, Leif, Kyprianou, Andreas E.

Institutions: University of Mannheim, University of Bath

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Eidgenössische Technische Hochschule Zürich, Engineering and Physical Sciences Research Council

Awards: Self-similarity and stable processes, G2601424417, Real-valued self-similar Markov processes and their applications

OpenAlex ID: W2787611080

Cites: 41

Cited by: 3

Related to: 20