Stochastic Equations Driven by a Cauchy Process

DOI10.1214/074921708000000327zbMath1167.60333OpenAlexW2155948172MaRDI QIDQ3626699

Vladimir P. Kurenok

Publication date: 22 May 2009

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/074921708000000327

zbMATH Keywords

weak convergencestochastic differential equationsCauchy processKrylov's estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (1)

Unnamed Item

This page was built for publication: Stochastic Equations Driven by a Cauchy Process