| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548372 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
We introduce a new kind of symbol in the framework of Itô 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Anita Behme, Alexander Schnurr,