5 papers
For which functions are and martingales?
Franziska Kühn, René L. Schilling
Let be a one-dimensional Lévy process such that each has a -density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We chara…
Upper functions for sample paths of Lévy(-type) processes
Franziska Kühn
We study the small-time asymptotics of sample paths of Lévy processes and Lévy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{…
Convolution inequalities for Besov and Triebel--Lizorkin spaces, and applications to convolution semigroups
Franziska Kühn, René L. Schilling
We establish convolution inequalities for Besov spaces and Triebel--Lizorkin spaces . As an application, we study the mapping properties of convolution semig…
A probabilistic proof of Schoenberg's theorem
Franziska Kühn, René L. Schilling
Assume that , , is for every dimension the characteristic function of an infinitely divisible random variable . By a classical res…
Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
Franziska Kühn
Let be a pseudo-differential operator with symbol . In this paper we derive sufficient conditions which ensure the existence of a solution to the $(A,C_c^{\infty}(\math…