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math.PR2024
Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
Sebastian Rickelhoff, Alexander Schnurr
When considering stochastic integration and the theory of stochastic differential equations, P. Protter's textbook \cite{protter} undoubtedly is a main piece of standard literature…
math.PR2023
The Time-Dependent Symbol of a Non-Homogeneous Itô Process and corresponding Maximal Inequalities
Sebastian Rickelhoff, Alexander Schnurr
The probabilistic symbol is defined as the right-hand side derivative at time zero of the characteristic functions corresponding to the one-dimensional marginals of a time-homogene…