2016 | OriginalPaper | Chapter
Symbols and Semimartingales
Author : René Schilling
Published in: From Lévy-Type Processes to Parabolic SPDEs
Publisher: Springer International Publishing
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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.