Stochastic flow for SDEs with jumps and irregular drift term

DOI10.4064/BC105-0-12zbMath1322.60095arXiv1405.2575OpenAlexW2963658335MaRDI QIDQ5265542

Enrico Priola

Publication date: 28 July 2015

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2575

zbMATH Keywords

jumpsstochastic differential equationsstochastic flowLévy noisetempered stable processestruncated stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Ordinary differential equations and systems with randomness (34F05) Stable stochastic processes (60G52)

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