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SAMPLE PATH PROPERTIES OF THE STOCHASTIC FLOWS
STOCHASTIC FLOWS PATH PROPERTIES
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2015/9/29
We consider a stochastic flow driven by a finite-dimensional Brownian
motion. We show that almost every realization of such a flow exhibits strong
statistical properties such as th...
Path properties and regularity of affine processes on general state spaces
affine processes path properties regularity Markov semimartingales
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2011/7/20
We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the definition of...
Path properties and regularity of affine processes on general state spaces
affine processes path properties regularity Markov semimartingales
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2011/8/30
Abstract: We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the def...
A family of symmetric stable-like processes and its global path properties
Stablelike processes recurrence transience
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2009/9/21
We extend the idea of the symmetric stable-like processes
so that it includes the Brownian motion as well as the symmetric
a-stable processes. We exhbit some sufficient conditions for their recurren...