scientific article; zbMATH DE number 1366700

MaRDI QIDQ4270735zbMATH OpenFDO

Authors M.Ī. Portenko

Publication date 22 November 1999

zbMATH Keywords

martingale problemskew Brownian motionsymmetric stable process

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

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• On some Markov processes related to a symmetric -stable process
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• On constructing a sticky membrane located on a given surface for a symmetric \alpha-stable process
• Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient
• Perturbation of an -stable type stochastic process by a pseudo-gradient

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