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

DOI10.1080/17442500802025436zbMath1153.60352OpenAlexW2037936189MaRDI QIDQ3549302

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

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

Related Items (3)

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 ⋮ Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

Cites Work

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• 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

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