scientific article; zbMATH DE number 6841152

zbMATH Open1388.60097MaRDI QIDQ4603433FDOQ4603433

Authors: V. P. Kurenok 

Publication date: 20 February 2018

Full work available at URL: http://alea.impa.br/articles/v15/15-03.pdf

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

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zbMATH Keywords

weak convergencesymmetric stable processesKrylov's estimatesone-dimensional stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites Work

• Foundations of Modern Probability
• Lévy Processes and Stochastic Calculus
• Title not available (Why is that?)
• Weak limit theorems for stochastic integrals and stochastic differential equations
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
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• Stopping times and tightness
• Theory of stochastic differential equations with jumps and applications.
• Title not available (Why is that?)
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
• A note on 𝐿₂-estimates for stable integrals with drift
• On one-dimensional stochastic differential equations driven by stable processes
• Title not available (Why is that?)
• On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
• Stochastic equations and krylov's estimates for semimartingales
• Stochastic Equations Driven by a Cauchy Process

Cited In (7)

• Title not available (Why is that?)
• On stochastic equations with measurable coefficients driven by symmetric stable processes
• On \(L^p\)-estimates of stochastic integrals
• Systems of equations driven by stable processes
• On solutions of equations with measurable coefficients driven by \(\alpha\)- stable processes
• Dyadic approximation of double integrals with respect to symmetric stable processes
• A note on 𝐿₂-estimates for stable integrals with drift

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