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Transformations of Feller Processes

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Lévy Matters III

Part of the book series: Lecture Notes in Mathematics ((LEVY,volume 2099))

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Abstract

Most of these constructions are path-by-path transformations of the process. Here we will focus on transformations of the generators, in particular on time changes and perturbations.

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Böttcher, B., Schilling, R., Wang, J. (2013). Transformations of Feller Processes. In: Lévy Matters III. Lecture Notes in Mathematics(), vol 2099. Springer, Cham. https://doi.org/10.1007/978-3-319-02684-8_4

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