On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464)
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scientific article
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| English | On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise |
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On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (English)
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25 January 2019
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SDE
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martingale problem
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transition probability density
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parametrix method
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approximate fundamental solution
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approximate harmonic function
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0.8144171833992004
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0.8042833209037781
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0.7901178598403931
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0.7882995009422302
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