14 citations · 52 across the 19 of their papers we have counts for
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math.PR2015
Laplace Symbols and Invariant Distributions
Anita Behme, Alexander Schnurr
We introduce a new kind of symbol in the framework of Itô processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. B…
math.PR2015
Time Change Equations for Lévy Type Processes
Paul Krühner, Alexander Schnurr
In this paper we analyse time change equations (TCEs) for Lévy-type processes in detail. To this end we establish a connection between TCEs and classical one-dimensional initial va…
math.PR2015
Comparison of time-inhomogeneous Markov processes
Ludger Rueschendorf, Alexander Schnurr, Viktor Wolf
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two process…