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
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.
Jumping Markov Processes