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math.PR2020★ 1 cited
On the construction of convolution-like operators associated with multidimensional diffusion processes
Rúben Sousa, Manuel Guerra, Semyon Yakubovich
When is it possible to interpret a given Markov process as a Lévy-like process? Since the class of Lévy processes can be defined by the relation between transition probabilities an…
math.PR2018
Lévy processes with respect to the index Whittaker convolution
Rúben Sousa, Manuel Guerra, Semyon Yakubovich
The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability me…