Systems of equations driven by stable processes (Q816991): Difference between revisions

Existence and uniqueness of a weak solution are proved for a system of stochastic differential equations driven by symmetric stable processes of index strictly smaller than 2.

0 references

reviewed by

Gheorghe Stoica

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s00440-004-0426-z

0 references

cites work

Local times for a class of purely discontinuous martingales

0 references

Uniqueness in law for pure jump Markov processes

0 references

Diffusions and Elliptic Operators

0 references

Q4451250

0 references

Stochastic differential equations driven by stable processes for which pathwise uniqueness fails

0 references

Q4888858

0 references

Q3216028

0 references

On Singular Integrals

0 references

Singular Integral Operators and Differential Equations

0 references

Q3969647

0 references

Q3721531

0 references

The martingale problem for a class of pseudo differential operators

0 references

Pseudo differential operators with negative definite symbols and the martingale problem

0 references

0 references

0 references

0 references

0 references

On Markov processes with decomposable pseudo-differential generators

0 references

Markov processes associated with certain integro-differential operators

0 references

On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type

0 references

On the martingale problem for generators of stable processes with perturbations

0 references

0 references

0 references

0 references

0 references

0 references

Diffusion processes associated with L�vy generators

0 references

Q3862204

0 references

Q4771949

0 references

Perturbation of drift-type for Levy processes

0 references

Identifiers

zbMATH Open document ID

1085.60035

0 references

DOI

10.1007/s00440-004-0426-z

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:816991

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00440-004-0426-z
+Normal rank
@@ Property / OpenAlex ID @@
+W2054315074
@@ Property / OpenAlex ID: W2054315074 / rank @@
+Normal rank
@@ Property / cites work @@
+Local times for a class of purely discontinuous martingales
+Normal rank
@@ Property / cites work @@
+Uniqueness in law for pure jump Markov processes
@@ Property / cites work: Uniqueness in law for pure jump Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusions and Elliptic Operators
@@ Property / cites work: Diffusions and Elliptic Operators / rank @@
+Normal rank
@@ Property / cites work @@
+Q4451250
@@ Property / cites work: Q4451250 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3216028
@@ Property / cites work: Q3216028 / rank @@
+Normal rank
@@ Property / cites work @@
+On Singular Integrals
@@ Property / cites work: On Singular Integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Singular Integral Operators and Differential Equations
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+The martingale problem for a class of pseudo differential operators
+Normal rank
@@ Property / cites work @@
+Pseudo differential operators with negative definite symbols and the martingale problem
+Normal rank
@@ Property / cites work @@
+Q4839505
@@ Property / cites work: Q4839505 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2772170
@@ Property / cites work: Q2772170 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149351
@@ Property / cites work: Q3149351 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738727
@@ Property / cites work: Q2738727 / rank @@
+Normal rank
@@ Property / cites work @@
+On Markov processes with decomposable pseudo-differential generators
+Normal rank
@@ Property / cites work @@
+Markov processes associated with certain integro-differential operators
+Normal rank
@@ Property / cites work @@
+On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
+Normal rank
@@ Property / cites work @@
+On the martingale problem for generators of stable processes with perturbations
+Normal rank
@@ Property / cites work @@
+Q4114577
@@ Property / cites work: Q4114577 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4151478
@@ Property / cites work: Q4151478 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5524051
@@ Property / cites work: Q5524051 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5607484
@@ Property / cites work: Q5607484 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5640160
@@ Property / cites work: Q5640160 / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion processes associated with L�vy generators
+Normal rank
@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4771949
@@ Property / cites work: Q4771949 / rank @@
+Normal rank
@@ Property / cites work @@
+Perturbation of drift-type for Levy processes
@@ Property / cites work: Perturbation of drift-type for Levy processes / rank @@
+Normal rank