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Characteristic Functions and Symbols in the Theory of Feller Processes

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Abstract

We derive a probabilistic expression for the symbol of the generator of a Feller process.

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Jacob, N. Characteristic Functions and Symbols in the Theory of Feller Processes. Potential Analysis 8, 61–68 (1998). https://doi.org/10.1023/A:1017983112289

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  • DOI: https://doi.org/10.1023/A:1017983112289

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