On one-dimensional stochastic differential equations driven by stable processes

DOI10.1007/BF02465137zbMath0979.60045MaRDI QIDQ5930989

H. Pragarauskas, Pio Andrea Zanzotto

Publication date: 17 February 2002

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationweak solution\(\alpha\)-stable Lévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Related Items (9)

On solutions of equations with measurable coefficients driven by α- stable processes ⋮ On stochastic equations with measurable coefficients driven by symmetric stable processes ⋮ Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions ⋮ On degenerate stochastic equations of Itô type with jumps ⋮ On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients ⋮ A note on 𝐿₂-estimates for stable integrals with drift ⋮ Schramm-Loewner equations driven by symmetric stable processes ⋮ Unnamed Item ⋮ Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients

Cites Work

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• On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• On weak solutions of one-dimensional SDEs with time-dependent coefficients
• Representation of a Class of Semimartingales as Stable Integrals

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