On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class

DOI10.1215/KJM/1250281799zbMath1113.60060OpenAlexW1506994042MaRDI QIDQ862141

Takahiro Tsuchiya

Publication date: 5 February 2007

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250281799

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Stochastic equations with discontinuous jump functions ⋮ \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations driven by a symmetric \(\alpha \)-stable process ⋮ Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

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