Stochastic equations with multidimensional drift driven by Levy processes

DOI10.1515/156939706779801705zbMath1119.60048OpenAlexW1994327010MaRDI QIDQ3440807

Vladimir P. Kurenok

Publication date: 29 May 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939706779801705

zbMATH Keywords

stochastic differential equationweak convergenceKrylov estimatetime-dependent driftmultidimensional Lévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (1)

Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators

Cites Work

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• On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
• On stability and existence of solutions of SDEs with reflection at the boundary
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• Diffusion processes with continuous coefficients, II

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