Skip to main content
SpringerLink
Log in
Book cover

From Lévy-Type Processes to Parabolic SPDEs pp 41–48Cite as

Birkhäuser

The Generator of a Lévy Process

  • Chapter
  • First Online:

  • 1053 Accesses

Part of the book series: Advanced Courses in Mathematics - CRM Barcelona ((ACMBIRK))

Abstract

We want to study the structure of the generator of (the semigroup corresponding to) a Lévy process \(X\;=\;{(X_{t})}{t}\geqslant {0}\). This will also lead to a proof of the Lévy– Khintchine formula.

This is a preview of subscription content, log in via an institution.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Author information

Authors and Affiliations

  1. Institut für Mathematische Stochastik, Fachrichtung Mathematik TU Dresden, Dresden, Germany

    René Schilling

Authors
  1. René Schilling
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Departament de Matemàtiques, Universitat Autònoma de Barcelona Departament de Matemàtiques, Bellaterra, Spain

    Frederic Utzet

  2. Departament de Matematiques, Universitat Autonoma de Barcelona Departament de Matematiques, Bellaterra, Spain

    Lluis Quer-Sardanyons

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Schilling, R. (2016). The Generator of a Lévy Process. In: Utzet, F., Quer-Sardanyons, L. (eds) From Lévy-Type Processes to Parabolic SPDEs. Advanced Courses in Mathematics - CRM Barcelona. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-34120-0_6

Download citation

Publish with us

Policies and ethics

Search

Navigation