Kinetic time-inhomogeneous Lévy-driven model

Publication date: 1 July 2024

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic distribution ergodicity tightness Lévy process scaling transformation explosion time kinetic stochastic equation time-inhomogeneous stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
Existence and estimates of moments for Lévy-type processes
Exponential ergodicity and regularity for equations with Lévy noise
Exponential ergodicity of the solutions to SDE's with a jump noise
Moment estimates for Lévy processes
Solutions of stochastic differential equations obeying the law of the iterated logarithm, with applications to financial markets
Stochastic flows for Lévy processes with Hölder drifts
Theory of stochastic differential equations with jumps and applications.
Existence and asymptotic behaviour of some time-inhomogeneous diffusions
One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes
Stochastic equations with time-dependent drift driven by Lévy processes
On multidimensional stable-driven stochastic differential equations with Besov drift
Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
Lévy Processes and Stochastic Calculus
Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
Supercritical SDEs driven by multiplicative stable-like Lévy processes
On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise
Short-time behavior of solutions to Lévy-driven stochastic differential equations
Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion

This page was built for publication: Kinetic time-inhomogeneous Lévy-driven model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6564556)