N. Jacob

most citedA geometric interpretation of the transition density of a symmetric Lévy Process

7 citations · 7 across the 3 of their papers we have counts for

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math.PR2011★ 7 cited

A geometric interpretation of the transition density of a symmetric Lévy Process

N. Jacob, V. Knopova, S. Landwehr +1

We study for a class of symmetric Lévy processes with state space $\rn$ the transition density $p_{t} (x)$ in terms of two one-parameter families of metrics, $(d_{t})_{t > 0}$ and $(δ_t)_…

math.PR2006

Some thoughts on multiparameter stochastic processes

Niels Jacob, Alexander Potrykus

We suggest to investigate certain non-standard (pseudo-)differential operators in order to construct and to study multi-parameter processes. Our approach will include "classical" m…