On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464): Difference between revisions
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Revision as of 22:15, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise |
scientific article |
Statements
On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (English)
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25 January 2019
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SDE
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martingale problem
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transition probability density
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parametrix method
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approximate fundamental solution
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approximate harmonic function
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