On weak solution of SDE driven by inhomogeneous singular Lévy noise

DOI10.1090/tran/8612zbMath1503.60068arXiv2104.08129OpenAlexW3155197505MaRDI QIDQ5082369

Michał Ryznar, Alexei M. Kulik, Tadeusz Kulczycki

Publication date: 16 June 2022

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.08129

zbMATH Keywords

strong Feller propertysingular Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20)

Related Items (2)

MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Feller generators with measurable lower order terms

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