Drift reduction method for SDEs driven by heterogeneous singular Lévy noise
type: Item
instance of: scholarly article
title: Drift reduction method for SDEs driven by heterogeneous singular Lévy noise
author: T. Kulczycki
author: Oleksii Kulyk
author: Michał Ryznar
published in: Bernoulli
publication date: 2024-08-20T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7898711
zbMATH Keywords: drift
zbMATH Keywords: Hölder regularity
zbMATH Keywords: Lévy process
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: transition density
MaRDI profile type: Publication
cites work: Systems of equations driven by stable processes
cites work: Density and tails of unimodal convolution semigroups
cites work: The martingale problem for a class of nonlocal operators of diagonal type
cites work: Regularity of solutions to anisotropic nonlocal equations
cites work: Nonlocal operators with singular anisotropic kernels
cites work: Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
cites work: Supercritical SDEs driven by multiplicative stable-like Lévy processes
cites work: Q5848416
cites work: Existence of densities for stable-like driven SDEs with Hölder continuous coefficients
cites work: Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
cites work: A parametrix approach for some degenerate stable driven SDEs
cites work: Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
cites work: Construction and heat kernel estimates of generalstable-like Markov processes
cites work: Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations
cites work: Explicit parametrix and local limit theorems for some degenerate diffusion processes
cites work: On weak solution of SDE driven by inhomogeneous singular Lévy noise
cites work: Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
cites work: Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
cites work: On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
cites work: Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
cites work: Structural properties of semilinear SPDEs driven by cylindrical stable processes
DOI: 10.3150/23-BEJ1707
description: scientific article; zbMATH DE number 7898711