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.

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reviewed by

Gheorghe Stoica

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MaRDI profile type

MaRDI publication profile

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full work available at URL

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

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cites work

Local times for a class of purely discontinuous martingales

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Uniqueness in law for pure jump Markov processes

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Diffusions and Elliptic Operators

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Q4451250

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

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Q4888858

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Q3216028

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On Singular Integrals

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Singular Integral Operators and Differential Equations

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Q3969647

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Q3721531

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The martingale problem for a class of pseudo differential operators

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Pseudo differential operators with negative definite symbols and the martingale problem

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On Markov processes with decomposable pseudo-differential generators

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Markov processes associated with certain integro-differential operators

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

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On the martingale problem for generators of stable processes with perturbations

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Diffusion processes associated with L�vy generators

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Q3862204

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Q4771949

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Perturbation of drift-type for Levy processes

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Identifiers

zbMATH Open document ID

1085.60035

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DOI

10.1007/s00440-004-0426-z

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:816991

@@ 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