On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1511.00106 / rank | |||
Normal rank | |||
Revision as of 21:15, 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)
0 references
25 January 2019
0 references
SDE
0 references
martingale problem
0 references
transition probability density
0 references
parametrix method
0 references
approximate fundamental solution
0 references
approximate harmonic function
0 references
