On multidimensional stable processes with locally unbounded drift

DOI10.1515/ROSE.1995.3.2.113MaRDI QIDQ4849206zbMATH OpenOpenAlexFDO

Publication date 9 November 1995

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1995.3.2.113

stable processes stochastic differential equation unbounded drift weak solution

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(19)

On the third initial-boundary value problem for some class of pseudo-differential equations related to a symmetric \(\alpha\)-stable process
Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
Stochastic flows for Lévy processes with Hölder drifts
Heat kernels of non-symmetric Lévy-type operators
Uniqueness of stable processes with drift
On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients
On some perturbations of a stable process and solutions to the Cauchy problem for a class of pseudo-differential equations
On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
Some perturbations of drift-type for symmetric stable processes
Supercritical SDEs driven by multiplicative stable-like Lévy processes
On admissible singular drifts of symmetric α‐stable process
Fundamental solution for super-critical non-symmetric Lévy-type operators
Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient
Form-boundedness and SDEs with singular drift
Weak existence for SDEs with singular drifts and fractional Brownian or Lévy noise beyond the subcritical regime
Non-local parabolic equations with singular (Morrey) time-inhomogeneous drift
Stochastic equations with singular drift driven by fractional Brownian motion
Perturbation of an -stable type stochastic process by a pseudo-gradient

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