Abstract
This article reviews Itô's procedure for constructing the Markov process generated by variable coefficient Lévy–Khinchine operators. In particular, it examines conditions under which Itô's procedure succeeds but more analytic procedures appear to fail.
Information
Published: 1 January 2004
First available in Project Euclid: 3 January 2019
zbMATH: 1062.60073
MathSciNet: MR2083717
Digital Object Identifier: 10.2969/aspm/04110319
Rights: Copyright © 2004 Mathematical Society of Japan
