30 citations · 96 across the 8 of their papers we have counts for
9 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…
Random time changes of Feller processes
Franziska Kühn
We show that the SDE , driven by a one-dimensional symnmetric -stable Lévy process , , has a unique weak sol…
Transition probabilities of Lévy-type processes: Parametrix construction
Franziska Kühn
We present an existence result for Lévy-type processes which requires only weak regularity assumptions on the symbol with respect to the space variable . Applications r…
Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
Franziska Kühn
Let be a -dimensional Lévy process and a continuous function such that the Lévy-driven stochastic differential e…
Existence and estimates of moments for Lévy-type processes
Franziska Kühn
In this paper, we establish the existence of moments and moment estimates for Lévy-type processes. We discuss whether the existence of moments is a time dependent distributional pr…