Supercritical SDEs driven by multiplicative stable-like Lévy processes

DOI10.1090/tran/8343OpenAlexW3196373524MaRDI QIDQ5158093

Xicheng Zhang, Guohuan Zhao, Zhen-Qing Chen

Publication date: 21 October 2021

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

Full work available at URL: https://doi.org/10.1090/tran/8343

zbMATH Keywords

stochastic differential equationBesov spaceLévy processZvonkin's transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (35R09)

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