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Laplace Symbols and Invariant Distributions

Authors :
Alexander Schnurr
Anita Behme
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

Details

Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....a09fbf3aa18f156e6a392f66534bcb10
Full Text :
https://doi.org/10.48550/arxiv.1509.04727