On the coupling property and the Liouville theorem for Ornstein–Uhlenbeck processes

Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

Ken‐iti Sato, Makoto Yamazato · Stochastic Processes and their Applications · 1984 · 195 citations

Operator-selfdecomposable Distributions, Engineering, Stochastic Processes +7

Measures, integrals and martingales

Choice Reviews Online · 2006 · 172 citations

Measure Theory, Engineering, Martingale Convergence +9

Densities for Ornstein-Uhlenbeck processes with jumps

Enrico Priola, Jerzy Zabczyk · Bulletin of the London Mathematical Society · 2008 · 64 citations · Full text

Lévy Noise, Ornstein-uhlenbeck Processes, Engineering +11

Coupling property and gradient estimates of Lévy processes via the symbol

Bernoulli · 2012 · 54 citations · Full text

Liouville theorems for non-local operators

Enrico Priola, Jerzy Zabczyk · Journal of Functional Analysis · 2004 · 47 citations

Non-local Operators, Linear Operator, Functional Analysis +1