Some perturbations of drift-type for symmetric stable processes

DOI10.1515/ROSE.1994.2.3.211zbMATH Open0839.60056OpenAlexW2076931206MaRDI QIDQ4861929FDOQ4861929

Publication date: 23 January 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1994.2.3.211

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zbMATH Keywords

stochastic differential equation stable process theory of perturbations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (22)

Principal eigenvalue of the fractional Laplacian with a large incompressible drift
On admissible singular drifts of symmetric α‐stable process
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Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions
Fundamental solution for super-critical non-symmetric Lévy-type operators
On some perturbations of a stable process and solutions to the Cauchy problem for a class of pseudo-differential equations
On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
Uniqueness of stable processes with drift
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise
On some smoothening effects of the transition semigroup of a Lévy process
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
Green function for gradient perturbation of unimodal Lévy processes in the real line
A note on 𝐿₂-estimates for stable integrals with drift
Feller generators with measurable lower order terms
Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
Stochastic flows for Lévy processes with Hölder drifts

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