On a small drift of Cauchy process

DOI10.1215/kjm/1250523730zbMath0206.18403OpenAlexW1604947061MaRDI QIDQ2542676

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)

Related Items (3)

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

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