Stochastic equations with time-dependent drift driven by Lévy processes

DOI10.1007/s10959-007-0086-xzbMath1145.60033arXivmath/0604136OpenAlexW2109723477MaRDI QIDQ2471126

Vladimir P. Kurenok

Publication date: 18 February 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604136

zbMATH Keywords

weak convergenceKrylov's estimatestime-dependent driftone-dimensional Lévy processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Convergence of probability measures (60B10) Stable stochastic processes (60G52)

Related Items

Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ On stochastic equations with measurable coefficients driven by symmetric stable processes ⋮ On weak solutions of SDEs with singular time-dependent drift and driven by stable processes ⋮ Pathwise uniqueness for singular SDEs driven by stable processes ⋮ Stochastic flows for Lévy processes with Hölder drifts

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stopping times and tightness
• Perturbation of drift-type for Levy processes
• Stochastic equations and krylov's estimates for semimartingales
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• A note on 𝐿₂-estimates for stable integrals with drift