Operator-stable-like Processes
Probability
2024-01-19 v2
Abstract
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 -variation. The class introduced here includes stable-like processes as special case.
Cite
@article{arxiv.2011.00783,
title = {Operator-stable-like Processes},
author = {Peter Scheffler and Alexander Schnurr and Daniel Schulte},
journal= {arXiv preprint arXiv:2011.00783},
year = {2024}
}
Comments
27 pages