Stochastic Integrals and SDE Driven by Nonlinear Lévy Noise

DOI10.1007/978-3-642-15358-7_11zbMath1227.60096OpenAlexW1496126786MaRDI QIDQ3015685

Vassili N. Kolokol'tsov

Publication date: 13 July 2011

Published in: Stochastic Analysis 2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15358-7_11

zbMATH Keywords

Markov processintegro-differential operatorSDE driven by Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05)

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Coupling property and gradient estimates of Lévy processes via the symbol

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