The time change method and SDEs with nonnegative drift

DOI10.4153/CMB-2010-048-9MaRDI QIDQ3586423zbMATH OpenOpenAlexFDO

Authors V. P. Kurenok

Publication date 6 September 2010

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4153/cmb-2010-048-9

zbMATH Keywords

non-negative driftone-dimensional SDEssymmetric stable processestime change

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(2)

• Robustness and generalization
• The sticky Lévy process as a solution to a time change equation

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