Scholarlink

This chapter is devoted to construction of “Lévy-type processes with singularities,” which is a class of stochastic processes that serve as scaling limits for locally perturbed random walks and particularly for random walks with membranes. We start by discussing reflected processes derived from the classic and generalized Skorokhod reflection mappings. Then we review both old and new facts about a skew Brownian motion and present the first rigorous definition of a skew stable Lévy process.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Lévy-Type Processes with Singularities

  • 章节

  • 发表日期：

    2025年

查看全文
  • Alexander Iksanov,
  • Alexander Marynych,
  • Andrey Pilipenko,
  • Ihor Samoilenko

摘要

This chapter is devoted to construction of “Lévy-type processes with singularities,” which is a class of stochastic processes that serve as scaling limits for locally perturbed random walks and particularly for random walks with membranes. We start by discussing reflected processes derived from the classic and generalized Skorokhod reflection mappings. Then we review both old and new facts about a skew Brownian motion and present the first rigorous definition of a skew stable Lévy process.