Regularity of Local times associated to Volterra-L\'evy processes and path-wise regularization of stochastic differential equations

DOI10.1007/S10959-021-01114-4zbMath1507.60075arXiv2007.01093WikidataQ115382008 ScholiaQ115382008MaRDI QIDQ6344278

Chengcheng Ling, Fabian A. Harang

Publication date: 2 July 2020

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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