Laplace Symbols and Invariant Distributions
classification
🧮 math.PR
keywords
distributionsinvariantsymbolanalyzedapplicationsboundedconceptconnection
read the original abstract
We introduce a new kind of symbol in the framework of It\^o 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.
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