Entrance and exit at infinity for stable jump diffusions

2018/02/05 by Leif Doering, Doering, Leif, Andreas E. Kyprianou +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals

paper · pdf · doi:10.48550/arxiv.1802.01672

Abstract

In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on -∞≤ a<b></b>

Citations

• The Parabolic Differential Equations and the Associated Semi-Groups of Transformations

Cited by

• On the entrance at infinity of Feller processes with no negative jumps

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