On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion (Q1275927): Difference between revisions

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+Pio Andrea Zanzotto
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+Local times for a class of Markoff processes
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+On solutions of one-dimensional stochastic differential equations without drift
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+Calcul stochastique et problèmes de martingales
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+Q3774629
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+Some time change representations of stable integrals, via predictable transformations of local martingales
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+Hitting probabilities of single points for processes with stationary independent increments
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+On the martingale problem for generators of stable processes with perturbations
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+Hitting times and potentials for recurrent stable processes
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+On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
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+The set of zeros of a semistable process
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