4 papers
Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
Sebastian Rickelhoff, Alexander Schnurr
When considering stochastic integration and the theory of stochastic differential equations, P. Protter's textbook \cite{protter} undoubtedly is a main piece of standard literature…
The Time-Dependent Symbol of a Non-Homogeneous Itô Process and corresponding Maximal Inequalities
Sebastian Rickelhoff, Alexander Schnurr
The probabilistic symbol is defined as the right-hand side derivative at time zero of the characteristic functions corresponding to the one-dimensional marginals of a time-homogene…
From Markov Processes to Semimartingales
Sebastian Rickelhoff, Alexander Schnurr
In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, i…
On the rôle of singular functions in extending the probabilistic symbol to its most general class
Sebastian Rickelhoff, Alexander Schnurr
The probabilistic symbol is the right-hand side derivative of the characteristic functions corresponding to the one-dimensional marginals of a stochastic process. This object, as l…