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arXiv · 1509.04727

Laplace Symbols and Invariant Distributions

Anita Behme·Alexander Schnurr
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Abstract

We introduce a new kind of symbol in the framework of It\^o processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. Based on this concept, an integral criterion for invariant distributions of the underlying process is derived. Some applications are mentioned.

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Anita Behme, Alexander Schnurr. 2015-09-15. Laplace Symbols and Invariant Distributions. https://arxiv.org/abs/1509.04727

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