R. Schilling

activity

20082023

most citedStochastic calculus for uncoupled continuous-time random walks

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

collaborators

Showing 2021 · math.PRShow all

3 papers · 2 filters

math.PR2021

On $q$ -scale functions of spectrally negative Lévy processes

Anita Behme, David Oechsler, René L. Schilling

We obtain series expansions of the $q$ -scale functions of arbitrary spectrally negative Lévy processes, including processes with infinite jump activity, and use these to derive var…

math.PR2021

For which functions are $f (X_{t}) - E f (X_{t})$ and $g (X_{t}) / E g (X_{t})$ martingales?

Franziska Kühn, René L. Schilling

Let $X = (X_{t})_{t \geq 0}$ be a one-dimensional Lévy process such that each $X_{t}$ has a $C_{b}^{1}$ -density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We chara…

math.PR2021★ 1 cited

The (strong) Liouville property for a class of non-local operators

David Berger, René L. Schilling

We prove a necessary and sufficient condition for the Liouville and strong Liouville properties of the infinitesimal generator of a Lévy process and subordinate Lévy processes. Com…

On q-scale functions of spectrally negative Lévy processes

For which functions are f(Xt​)−Ef(Xt​) and g(Xt​)/Eg(Xt​) martingales?

The (strong) Liouville property for a class of non-local operators

On $q$ -scale functions of spectrally negative Lévy processes

For which functions are $f (X_{t}) - E f (X_{t})$ and $g (X_{t}) / E g (X_{t})$ martingales?