On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes

DOI10.1080/17442500802025436zbMATH Open1153.60352OpenAlexW2037936189MaRDI QIDQ3549302FDOQ3549302

Authors: Rachid Belfadli, Youssef Ouknine 

Publication date: 22 December 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500802025436

zbMATH Keywords

stochastic differential equationpathwise uniquenesstime change\(\alpha \)-stable Lévy process

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• Stochastic differential equations with jumps
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Généralisation d'un lemme de s. nakao et applications

Cited In (4)

• Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
• Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
• Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
• Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness

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