On the parabolic generator of a general one-dimensional Lev́y process.

@article{Eisenbaum2008,
author = {Eisenbaum, Nathalie, Kyprianou, Andreas},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {stochastic calculus; local time-space; Itô formula; parabolic generator},
language = {eng},
pages = {198-209},
publisher = {University of Washington},
title = {On the parabolic generator of a general one-dimensional Lev́y process.},
url = {http://eudml.org/doc/226466},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Eisenbaum, Nathalie
AU - Kyprianou, Andreas
TI - On the parabolic generator of a general one-dimensional Lev́y process.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 198
EP - 209
LA - eng
KW - stochastic calculus; local time-space; Itô formula; parabolic generator
UR - http://eudml.org/doc/226466
ER -