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20082023
most citedStochastic calculus for uncoupled continuous-time random walks

79 citations · 575 across the 55 of their papers we have counts for

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Showing 2011 · math.PRShow all

6 papers · 2 filters

math.PR2011

Some Theorems on Feller Processes: Transience, Local Times and Ultracontractivity

René L. Schilling, Jian Wang

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these condi…

math.PR2011

Lower bounded semi-Dirichlet forms associated with Lévy type operators

René L. Schilling, Jian Wang

Let be a non-negative measurable function on some locally compact separable metric space . We provide some simple conditions such that the quadratic…

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 in terms of two one-parameter families of metrics, and $(δ_t)_…

math.PR2011

On the Coupling Property and the Liouville Theorem for Ornstein-Uhlenbeck Processes

René L. Schilling, Jian Wang

Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poi…

math.PR2011★ 2 cited

Functional Inequalities and Subordination: Stability of Nash and Poincaré inequalities

René L. Schilling, Jian Wang

We show that certain functional inequalities, e.g.\ Nash-type and Poincaré-type inequalities, for infinitesimal generators of semigroups are preserved under subordination in…

math.PR2011

Packing Dimension Profiles and Levy Processes

Davar Khoshnevisan, Rene Schilling, Yimin Xiao

We extend the concept of packing dimension profiles, due to Falconer and Howroyd (1997) and Howroyd (2001), and use our extension in order to determine the packing dimension of an…