38 citations · 140 across the 60 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
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★ 5 cited
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…