Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift

zbMath1484.60064MaRDI QIDQ2231252

Hiroshi Tsukada

Publication date: 29 September 2021

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://projecteuclid.org/ojm/5202

zbMATH Keywords

Lévy-Khintchine representationmollifier

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Related Items (1)

Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes

Cites Work

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• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
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• Strong solutions for stochastic differential equations with jumps
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
• On the uniqueness of solutions of stochastic differential equations
• Lévy Processes and Stochastic Calculus
• Time Change Representation of Stochastic Integrals
• The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$
• Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes

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