On a small drift of Cauchy process

DOI10.1215/KJM/1250523730MaRDI QIDQ2542676zbMATH OpenOpenAlexFDO

Authors Masaaki Tsuchiya

Publication date 1970

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250523730

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integral equations (60H20)

Cited in

(3)

• Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
• Uniqueness in law for pure jump Markov processes
• Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise

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