A note on 𝐿₂-estimates for stable integrals with drift

DOI10.1090/S0002-9947-07-04234-1zbMath1137.60029MaRDI QIDQ5429478

Vladimir P. Kurenok

Publication date: 30 November 2007

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

weak convergencesymmetric stable processesKrylov's estimatesone-dimensional stochastic equationsbounded drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (11)

On solutions of equations with measurable coefficients driven by α- stable processes ⋮ Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes ⋮ On some perturbations of a stable process and solutions to the Cauchy problem for a class of pseudo-differential equations ⋮ Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators ⋮ Successful couplings for a class of stochastic differential equations driven by Lévy processes ⋮ Stochastic Lagrangian particle approach to fractal Navier-Stokes equations ⋮ On stochastic equations with measurable coefficients driven by symmetric stable processes ⋮ \(L^p\)-maximal regularity of nonlocal parabolic equations and applications ⋮ Stochastic equations with time-dependent drift driven by Lévy processes ⋮ On degenerate stochastic equations of Itô type with jumps ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Calcul stochastique et problèmes de martingales
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Stopping times and tightness
• Perturbation of drift-type for Levy processes
• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
• Stochastic equations and krylov's estimates for semimartingales
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Foundations of Modern Probability
• Some perturbations of drift-type for symmetric stable processes
• Representation of a Class of Semimartingales as Stable Integrals
• On one-dimensional stochastic differential equations driven by stable processes

This page was built for publication: A note on 𝐿₂-estimates for stable integrals with drift