On stochastic differential equations driven by a Cauchy process and other stable Lévy motions

DOI10.1214/aop/1023481008zbMath1017.60058OpenAlexW2030915320MaRDI QIDQ1872276

Pio Andrea Zanzotto

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1023481008

zbMATH Keywords

local existenceweak uniquenesstime changeCauchy processweak existencestable integralsexact criteriastrictly \(\alpha\)-stable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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