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math.ST2013★ 12 cited
Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
Alexander Schnurr
We introduce the probabilistic symbol for the class of homogeneous diffusions with jumps (in the sense of Jacod/Shiryaev). This concept generalizes the well-known characteristic ex…
math.PR2013★ 7 cited
A criterion for invariant measures of Itô processes based on the symbol
Anita Behme, Alexander Schnurr
An integral criterion for the existence of an invariant measure of an Itô process is developed. This new criterion is based on the probabilistic symbol of the Itô process. In contr…