Integral Functionals of Strong Markov Continuous Local Martingales

2002 ◽  
pp. 119-140
Keyword(s):  
Integral Functionals ◽  
Strong Markov

scholarly journals Perpetual integral functionals of multidimensional stochastic processes

Stochastics ◽  
2021 ◽  
pp. 1-12
Author(s):  
Yuri Kondratiev ◽  
Yuliya Mishura ◽  
José L. da Silva
Keyword(s):  
Stochastic Processes ◽  
Integral Functionals

scholarly journals Excision of a strong Markov process

1972 ◽  
Vol 23 (2) ◽  
pp. 114-120 ◽  
Author(s):  
F. B. Knight ◽  
A. O. Pittenger
Keyword(s):  
Markov Process ◽  
Strong Markov Process ◽  
Strong Markov

scholarly journals Parametrix construction for certain Lévy-type processes

2015 ◽  
Vol 0 (0) ◽  
Author(s):  
Victoria Knopova ◽  
Alexei Kulik
Keyword(s):  
Markov Process ◽  
Probability Density ◽  
Lower Bounds ◽  
Transition Probability ◽  
Local Operator ◽  
Upper And Lower Bounds ◽  
Transition Probability Density ◽  
Strong Markov Process ◽  
Non Local ◽  
Strong Markov

AbstractIn this paper, we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and lower bounds, and prove some smoothness properties. Some examples are provided.

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