scientific article; zbMATH DE number 2046384

zbMATH Open1039.60056MaRDI QIDQ4451250FDOQ4451250

Richard F. Bass

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__302_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationssymmetric stable processes

Mathematics Subject Classification ID

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

Cited In (40)

• Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes
• Well-posedness of some non-linear stable driven SDEs
• Kinetic time-inhomogeneous Lévy-driven model
• Stochastic Equations Driven by a Cauchy Process
• On strong Markov property for Fleming-Viot processes
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• Ergodicity for time-changed symmetric stable processes
• Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
• On stochastic equations with measurable coefficients driven by symmetric stable processes
• General path integrals and stable SDEs
• Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
• On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α
• Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes
• On one-dimensional stochastic differential equations driven by stable processes
• Stochastic Volterra equations for the local times of spectrally positive stable processes
• Hölder continuity of semigroups for time changed symmetric stable processes
• Title not available (Why is that?)
• On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class
• Well-posedness of a system of SDEs driven by jump random measures
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
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• Anomalous diffusion index for Lévy motions
• On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps
• Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
• Systems of equations driven by stable processes
• Strong solutions for stochastic differential equations with jumps
• Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
• Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
• Multifractality of jump diffusion processes
• On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
• Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes
• Hitting properties and non-uniqueness for SDEs driven by stable processes
• Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
• A note on 𝐿₂-estimates for stable integrals with drift
• Weak well-posedness of multidimensional stable driven SDEs in the critical case
• Stochastic equations of non-negative processes with jumps
• Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
• On maximal inequalities for stable stochastic integrals

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