On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464): Difference between revisions

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Latest revision as of 00:23, 18 July 2024

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On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
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    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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