On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α

DOI10.1142/9789812774637_0006zbMath1099.60043OpenAlexW2002976566MaRDI QIDQ5487020

Hiroya Hashimoto, Takahiro Tsuchiya, Toshio Yamada

Publication date: 18 September 2006

Published in: Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812774637_0006

zbMATH Keywords

pathwise uniquenesscomparison problemsLamperti's methodTanaka's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

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