79 citations · 575 across the 55 of their papers we have counts for
6 papers · 1 filter
On level and collision sets of some Feller processes
Victoria Knopova, René L. Schilling
This paper is about lower and upper bounds for the Hausdorff dimension of the level and collision sets of a class of Feller processes. Our approach is motivated by analogous result…
On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for Lévy Processes
Chang-Song Deng, René L. Schilling
We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment esti…
Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
Mihály Kovács, Felix Lindner, René L. Schilling
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive Lévy noise. We first d…
Moderate deviations and Strassen's law for additive processes
Franziska Kühn, René L. Schilling
We establish a moderate deviation principle for processes with independent increments under certain growth conditions for the characteristics of the process. Using this moderate de…
Lower Bounds of the Hausdorff dimension for Feller processes
Victoria Knopova, René L. Schilling, Jian Wang
Let be a Feller process generated by a pseudo-differential operator whose symbol satisfies and We prove t…
Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
René L. Schilling, Zoran Vondraček
In this paper we study mutual absolute continuity and singularity of probability measures on the path space which are induced by an isotropic stable Lévy process and the purely dis…