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Operator-stable-like Processes by Scheffler, Peter; Schnurr, Alexander; Schulte, Daniel is a scholarly article available to read on EtoBox.

What is Operator-stable-like Processes about?

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.

Author

Scheffler, Peter; Schnurr, Alexander; Schulte, Daniel

Published

2020

Language

EN