Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient (Q339983): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Vladimir I. Bogachev / rank
Normal rank
 
Property / author
 
Property / author: Andrey Yu. Pilipenko / rank
Normal rank
 
Property / author
 
Property / author: Vladimir I. Bogachev / rank
 
Normal rank
Property / author
 
Property / author: Andrey Yu. Pilipenko / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G51 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6652232 / rank
 
Normal rank
Property / zbMATH Keywords
 
stochastic differential equation
Property / zbMATH Keywords: stochastic differential equation / rank
 
Normal rank
Property / zbMATH Keywords
 
Lévy noise
Property / zbMATH Keywords: Lévy noise / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5700325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Strong Solutions of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise uniqueness for singular SDEs driven by stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbation of drift-type for Levy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates of heat kernel of fractional Laplacian perturbed by gradient operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of densities for stable-like driven SDEs with Hölder continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable process with singular drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness in law for pure jump Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the martingale problem for generators of stable processes with perturbations / rank
 
Normal rank
Property / cites work
 
Property / cites work: PARABOLIC PSEUDODIFFERENTIAL EQUATIONS, HYPERSINGULAR INTEGRALS, AND MARKOV PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the martingale problem associated with nondegenerate Lévy operators / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:10, 12 July 2024

scientific article
Language Label Description Also known as
English
Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
scientific article

    Statements

    Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient (English)
    0 references
    11 November 2016
    0 references
    stochastic differential equation
    0 references
    Lévy noise
    0 references

    Identifiers