Abstract
So far, we have been treating the symbol \(q(x,\xi)\) of (the generator of) a Feller process X as an analytic object. On the other hand, Theorem 11.13 indicates, that there should be some probabilistic consequences. In this chapter we want to follow this lead, show a probabilistic method to calculate the symbol and link it to the semimartingale characteristics of a Feller process.
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© 2016 Springer International Publishing Switzerland
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Schilling, R. (2016). Symbols and Semimartingales. 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_12
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DOI: https://doi.org/10.1007/978-3-319-34120-0_12
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-34119-4
Online ISBN: 978-3-319-34120-0
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