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- W4301351736 abstract "In this paper we analyse time change equations (TCEs) for L'evy-type processes in detail. To this end we establish a connection between TCEs and classical one-dimensional initial value problems (IVPs) which are easier to handle. Properties of the IVPs are linked with properties of the TCEs. We show in a general setting existence and uniqueness of solutions of the TCEs. Our main result is based on the general path properties for L'evy-type processes found in Schnurr (2013). Applications include an existence result for processes which correspond to a certain class of given symbols." @default.
- W4301351736 created "2022-10-05" @default.
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- W4301351736 date "2015-08-10" @default.
- W4301351736 modified "2023-09-29" @default.
- W4301351736 title "Time Change Equations for L'evy Type Processes" @default.
- W4301351736 doi "https://doi.org/10.48550/arxiv.1508.02235" @default.
- W4301351736 hasPublicationYear "2015" @default.
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