Operator-stable-like Processes

Peter Scheffler; Alexander Schnurr; Daniel Schulte

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arXiv · 2011.00783

Operator-stable-like Processes

Peter Scheffler·Alexander Schnurr·Daniel Schulte

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Abstract

In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of processes, we analyze maximal estimates, the existence of moments, the short- and long-time behavior of the sample paths and $p$-variation. The class introduced here includes stable-like processes as special case.

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Peter Scheffler, Alexander Schnurr, Daniel Schulte. 2020-11-02. Operator-stable-like Processes. https://arxiv.org/abs/2011.00783

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