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Given a family of Lévy measures ν={ν(x, ⋅)}x∈ℝd, the present work deals with the regularity of harmonic functions and the Feller property of corresponding jump processes. The main aim is to establish continuity estimates for harmonic functions under weak assumptions on the family ν. Different from previous contributions the method covers cases where lower bounds on the probability of hitting small sets degenerate.

Jump telegraph processes and financial markets with memory.

Ratanov, Nikita (2007)

Journal of Applied Mathematics and Stochastic Analysis

Jumping Markov Processes

J. Jacod, A. V. Skorokhod (1996)

Annales de l'I.H.P. Probabilités et statistiques

Displaying 1 – 7 of 7

Jacobi elliptic functions and change of variable in a convolution.

Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times

Joint continuity of renormalized intersection local times

Jump processes and diffusions in relativistic stochastic mechanics

Jump processes, ℒ-harmonic functions, continuity estimates and the Feller property

Jump telegraph processes and financial markets with memory.

Jumping Markov Processes

Currently displaying 1 – 7 of 7