79 citations · 575 across the 55 of their papers we have counts for
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math.PR2009★ 6 cited
Transition density estimates for a class of Lévy and Lévy-type processes
V. Knopova, R. Schilling
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequalit…
math.PR2009
The Symbol Associated with the Solution of a Stochastic Differential Equation
Rene L. Schilling, Alexander Schnurr
We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bound…
math.PR2009★ 3 cited
Weak order for the discretization of the stochastic heat equation driven by impulsive noise
Felix Lindner, René L. Schilling
Considering a linear parabolic stochastic partial differential equation driven by impulsive space time noise, dX_t+AX_t dt= Q^{1/2}dZ_t, X_0=x_0\in H, t\in [0,T], we approximate th…