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Laplace Symbols and Invariant Distributions
- Publication Year :
- 2015
- Publisher :
- arXiv, 2015.
-
Abstract
- We introduce a new kind of symbol in the framework of It\^o processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. Based on this concept, an integral criterion for invariant distributions of the underlying process is derived. Some applications are mentioned.<br />Comment: 10 pages
- Subjects :
- Statistics and Probability
Pure mathematics
60G10 (primary), 60G51, 60J35, 47G30 (secondary)
Laplace transform
010102 general mathematics
Probability (math.PR)
01 natural sciences
010104 statistics & probability
Bounded function
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
FOS: Mathematics
Infinitesimal generator
0101 mathematics
Statistics, Probability and Uncertainty
Invariant (mathematics)
Mathematics - Probability
Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....a09fbf3aa18f156e6a392f66534bcb10
- Full Text :
- https://doi.org/10.48550/arxiv.1509.04727