On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise

DOI10.1016/j.spa.2018.03.010zbMath1405.60117arXiv1511.00106OpenAlexW2963619785MaRDI QIDQ1713464

Alexei M. Kulik

Publication date: 25 January 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.00106

zbMATH Keywords

martingale problemparametrix methodtransition probability densitySDEapproximate fundamental solutionapproximate harmonic function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30) Initial value problems for PDEs with pseudodifferential operators (35S10)

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