Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564)

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Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
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    Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (English)
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    29 November 2005
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    stochastic differential equation
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    heavy tails
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    Markov process
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    stationary distribution
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    coupling
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    storage processes
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