14 citations · 52 across the 19 of their papers we have counts for
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math.PR2010
Well-balanced Levy Driven Ornstein-Uhlenbeck Processes
Alexander Schnurr, Jeannette H. C. Woerner
In this paper we introduce the well-balanced Lévy driven Ornstein-Uhlenbeck process as a moving average process of the form . In contrast to Lévy driven…
math.PR2010
On the Semimartingale Nature of Feller Processes with Killing
Alexander Schnurr
Let U be an open set in R^d. We show that under a mild assumption on the richness of the generator a Feller process in U with (predictable) killing is a semimartingale. To this end…
math.PR2010★ 7 cited
A Classification of Deterministic Hunt Processes with Some Applications
Alexander Schnurr
Deterministic processes form an important building block of several classes of processes. We provide a method to classify deterministic Hunt processes. Within this framework we cha…