Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient

DOI10.1134/S1064562415040213zbMath1327.60115MaRDI QIDQ892731

Vladimir I. Bogachev, Andrey Yu. Pilipenko

Publication date: 12 November 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationstrong solutionsLévy noisesymmetric \(\alpha\)-stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Related Items (4)

Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients

Cites Work

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• Pathwise uniqueness for singular SDEs driven by stable processes
• Perturbation of drift-type for Levy processes
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• Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
• On the Strong Solutions of Stochastic Differential Equations
• On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

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