Operator-stable-like processes
Hans‐Peter Scheffler, Alexander Schnurr, Daniel Schulte · Stochastic Analysis and Applications · 2021
In the present article, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of processes, we analyze maximal estimates, the existence of moments, the short- and long-time behavior of the sample paths and p-variation. The class introduced, here, includes stable-like processes as special case.