A Multiplier Related to Symmetric Stable Processes (original) (raw)
Related papers
Conservation property of symmetric jump processes
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2011
A method of rotations for Lévy multipliers
Mathematische Zeitschrift
Dimension results for sample paths of operator stable Lévy processes
Stochastic Processes and their Applications, 2005
On harmonic functions for trace processes
Mathematische Nachrichten, 2011
Invariant measures of Ultimately Bounded Stochastic Processes
Nagoya mathematical journal
Parabolic martingales and non-symmetric Fourier multipliers
arXiv (Cornell University), 2012
The Stability of some stochastic processes
2010
A Note on Maximal Inequality for Stochastic Convolutions
2001
On the potential theory of symmetric Markov processes
Mathematische Annalen, 1988
Continuity of symmetric stable processes
Journal of Multivariate Analysis, 1989
Heat Kernels of Non-symmetric Jump Processes: Beyond the Stable Case
Potential Analysis
A functional LIL for symmetric stable processes
The Annals of Probability, 2000
A representation theorem for symmetric stable processes and stable measures on H
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1973
On Symmetric Stable-Type Processes with Degenerate/Singular Lévy Densities
Journal of Theoretical Probability, 2020
Inequalities for a Pair of Processes Stopped at a Random Time
Proceedings of the London Mathematical Society, 1986
Spectral representations of sum- and max-stable processes
Extremes, 2009
On a class of asymptotically stationary harmonizable processes
Journal of Multivariate Analysis, 1987
A characterization ofh-Brownian motion by its exit distributions
Probability Theory and Related Fields, 1992
Harnack inequality for some classes of Markov processes
Mathematische Zeitschrift, 2004
Potential Theory of Geometric Stable Processes
Probability Theory and Related Fields, 2006
Two results on continuity and boundedness of stochastic convolutions
Annales de l'Institut Henri Poincare (B) Probability and Statistics, 2006
Stochastic Processes and their Applications, 2014
On the spectral representation of symmetric stable processes
Journal of Multivariate Analysis, 1982
On quadratic functionals of the Brownian sheet and related processes
Stochastic Processes and their Applications, 2006
On Potential Theory of Markov Processes with Jump Kernels Decaying at the Boundary
Potential Analysis, 2021
Homogenization of Symmetric Lévy Processes on R d
2018
Ergodic properties of stationary stable processes
Stochastic Processes and their Applications, 1987
arXiv (Cornell University), 2023
On the boundedness of the spectrum of some linear systems with stochastic perturbations
Acta Mathematica Academiae Scientiarum Hungaricae, 1981
Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process
Tohoku Mathematical Journal, 2007
A Distributional Equality for Suprema of Spectrally Positive Lévy Processes
Journal of Theoretical Probability, 2015
On a class of Markov processes in Hilbert space
Mathematische Zeitschrift, 1973
On stochastic integral representation of stable processes with sample paths in Banach spaces
Journal of Multivariate Analysis, 1986
Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Electronic Journal of Probability, 2005