On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion

DOI10.1016/S0304-4149(97)00030-6zbMATH Open0911.60037MaRDI QIDQ1275927FDOQ1275927

Pio Andrea Zanzotto

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

existencestochastic differential equationsrandom measureszero-one lawtime change``local existencepurely discontinuous martingalesstable integrals\(\alpha \)-stable Lévy motions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (17)

• Fractional Lévy stable motion: finite difference iterative forecasting model
• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
• Title not available (Why is that?)
• General path integrals and stable SDEs
• Weak solutions of stochastic differential equations over the field of \(p\)-adic numbers
• On one-dimensional stochastic differential equations driven by stable processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise
• On stationary solutions of delay differential equations driven by a Lévy process.
• Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods
• Stationary solutions for stochastic differential equations driven by Lévy processes
• Entrance and exit at infinity for stable jump diffusions
• Fractional Laplacian with supercritical killings
• The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$
• Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
• Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

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