Talk:Levy processes: Difference between revisions
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imported>Milton (Created page with "The comment about Brownian motions who may jump is probably not good in this cntext; first, not every Lévy process has a Brownian part (you can comment that below in the Lévy-K...") |
imported>Luis No edit summary |
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The comment about Brownian motions who may jump is probably not good in this cntext; first, not every Lévy process has a Brownian part (you can comment that below in the Lévy-Khintchin decomposition), and second, from the point of view of non-local operators, having a Brownian part means that you have a Laplacian part in your non-local equation. Then the problem can be attacked with local techniques, which is exactly what we do not want to do.--[[User:Milton|Milton]] 11:59, 17 February 2012 (CST) | The comment about Brownian motions who may jump is probably not good in this cntext; first, not every Lévy process has a Brownian part (you can comment that below in the Lévy-Khintchin decomposition), and second, from the point of view of non-local operators, having a Brownian part means that you have a Laplacian part in your non-local equation. Then the problem can be attacked with local techniques, which is exactly what we do not want to do.--[[User:Milton|Milton]] 11:59, 17 February 2012 (CST) | ||
That sounds like a good point. I modified that sentence. I don't think Nestor will mind. ([[User:Luis|Luis]] 17:59, 17 February 2012 (CST)) | |||
Latest revision as of 17:59, 17 February 2012
The comment about Brownian motions who may jump is probably not good in this cntext; first, not every Lévy process has a Brownian part (you can comment that below in the Lévy-Khintchin decomposition), and second, from the point of view of non-local operators, having a Brownian part means that you have a Laplacian part in your non-local equation. Then the problem can be attacked with local techniques, which is exactly what we do not want to do.--Milton 11:59, 17 February 2012 (CST)
That sounds like a good point. I modified that sentence. I don't think Nestor will mind. (Luis 17:59, 17 February 2012 (CST))