Pages that link to "Item:Q376690"
From MaRDI portal
The following pages link to Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes (Q376690):
Displaying 25 items.
- Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
- Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient (Q339983) (← links)
- Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes (Q778801) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)
- Brownian motion with singular time-dependent drift (Q1692242) (← links)
- Stochastic flows for Lévy processes with Hölder drifts (Q1725565) (← links)
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues (Q1737963) (← links)
- Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
- Nonlocal elliptic equation in Hölder space and the martingale problem (Q2074462) (← links)
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
- Noise and stability in reaction-diffusion equations (Q2119433) (← links)
- Stochastic differential equations with singular coefficients on the straight line (Q2144106) (← links)
- The effect of noise intensity on parabolic equations (Q2175675) (← links)
- Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise (Q2220751) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises (Q2274295) (← links)
- A unified approach to coupling SDEs driven by Lévy noise and some applications (Q2278676) (← links)
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (Q2309598) (← links)
- \(L^p\)-maximal regularity of nonlocal parabolic equations and applications (Q2450589) (← links)
- Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts (Q4644468) (← links)
- Supercritical SDEs driven by multiplicative stable-like Lévy processes (Q5158093) (← links)
- Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945) (← links)
- Uniqueness for fractional parabolic and elliptic equations with drift (Q6110941) (← links)
- Stochastic differential equations with critically irregular drift coefficients (Q6111006) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)