scientific article; zbMATH DE number 3538602
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Cited in
(52)- The martingale problem for a class of stable-like processes
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
- The diffusion approximation of the spatially homogeneous Boltzmann equation
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- The martingale problem for a class of pseudo differential operators
- Asymptotic behavior of the transition density for jump type processes in small time
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity
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- Branching processes for the fragmentation equation
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- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- A class of Lévy driven SDEs and their explicit invariant measures
- �quations de type de Boltzmann, spatialement homog�nes
- On Excursions of Reflecting Brownian Motion
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- Small-time expansions for local jump-diffusion models with infinite jump activity
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- Short-time expansions for call options on leveraged ETFs under exponential Lévy models with local volatility
- On multidimensional diffusion processes with jumps
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- Compactness criterion for semimartingale laws and semimartingale optimal transport
- Probabilistic interpretation of the Calderón problem
- A note on 𝐿₂-estimates for stable integrals with drift
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
- Density estimate in small time for jump processes with singular Lévy measures
- Feller property of regime-switching jump diffusion processes with hybrid jumps
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- Systems of equations driven by stable processes
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- On degenerate stochastic equations of Itô type with jumps
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