79 citations · 575 across the 55 of their papers we have counts for
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Markov Chain Approximation of Pure Jump Processes
Ante Mimica, Nikola Sandrić, René L. Schilling
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimarti…
On the domain of fractional Laplacians and related generators of Feller processes
Franziska Kühn, René L. Schilling
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and…
Harnack Inequalities for SDEs Driven by Time-Changed Fractional Brownian Motions
Chang-Song Deng, René L. Schilling
We establish Harnack inequalities for stochastic differential equations (SDEs) driven by a time-changed fractional Brownian motion with Hurst parameter . The Harnack i…
Complete Bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal
Chang-Song Deng, René L. Schilling
Let be a measurable function. It was proved by P. Marchal \cite{Mar15} that the function $$ ϕ^{(α)}(λ):=\exp\left[ \int_0^1\frac{λ-1}{1+(λ-1)x}\,α(x)\,d x \right…
An Introduction to Lévy and Feller Processes. Advanced Courses in Mathematics - CRM Barcelona 2014
René L. Schilling
These lecture notes are an extended version of my lectures on Lévy and Lévy-type (Feller) processes given at the "Second Barcelona Summer School on Stochastic Analysis" 2014 organi…