On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients

DOI10.1080/17442508.2013.865133zbMath1337.60114arXiv1211.4975OpenAlexW3106024662MaRDI QIDQ2812016

Olga Aryasova, Andrey Yu. Pilipenko

Publication date: 10 June 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.4975

zbMATH Keywords

local timestochastic flowstable processdifferentiability with respect to initial data

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• On multidimensional stable processes with locally unbounded drift
• Some perturbations of drift-type for symmetric stable processes

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