Time dependent subordination and Markov processes with jumps

Masao Nagasawa; Hiroshi Tanaka

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 257-288

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Nagasawa, Masao, and Tanaka, Hiroshi. "Time dependent subordination and Markov processes with jumps." Séminaire de probabilités de Strasbourg 34 (2000): 257-288. <http://eudml.org/doc/114041>.

@article{Nagasawa2000,
author = {Nagasawa, Masao, Tanaka, Hiroshi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Bochner subordination; time-inhomogeneous process; stochastic differential equation; Feynman-Kac formula; time-change},
language = {eng},
pages = {257-288},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Time dependent subordination and Markov processes with jumps},
url = {http://eudml.org/doc/114041},
volume = {34},
year = {2000},
}

TY - JOUR
AU - Nagasawa, Masao
AU - Tanaka, Hiroshi
TI - Time dependent subordination and Markov processes with jumps
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 257
EP - 288
LA - eng
KW - Bochner subordination; time-inhomogeneous process; stochastic differential equation; Feynman-Kac formula; time-change
UR - http://eudml.org/doc/114041
ER -

References

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  1. Bochner, S., (1949): Diffusion equations and stochastic processes. Proc. Nat. Acad. Sci.USA, 35, 368-370. Zbl0033.06803MR30151
  2. Itô, K., (1951): On stochastic differential equations. Memoirs of the AMS, 4. American Math. Soc. Zbl0054.05803MR40618
  3. Kunita, H. & Watanabe, S., (1967) On square integrable martingales. Nagoya Math. J.30, 209-245. Zbl0167.46602
  4. Nagasawa, M., (1993): Schrödinger equations and Diffusion Theory. Birkhäuser Verlag, Basel Boston Berlin. Zbl0780.60003MR1227100
  5. Nagasawa, M., (1996): Quantum theory, theory of Brownian motions, and relativity theory. Chaos, Solitons and Fractals, 7, 631-643. Zbl1080.81539MR1405642
  6. Nagasawa, M., (1997): Time reversal of Markov processes and relativistic quantum theory. Chaos, Solitons and Fractals, 8, 1711-1772. Zbl0935.81040MR1477258
  7. Nagasawa, M., Tanaka, H., (1998): Stochastic differential equations of pure-jumps in relativistic quantum theory. Chaos, Solitons and Fractals, 10, No 8, 1265-1280. Zbl0963.81009MR1697664
  8. Nagasawa, M., Tanaka, H., (1999): The principle of variation for relativistic quantum particles. Preprint. Zbl0981.60100
  9. Sato, K., (1990): Subordination depending on a parameter. Probability Theory and Mathematical Statistics, Proc. Fifth Vilnius Conf. Vol. 2, 372-382. Zbl0732.60016MR1153891

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