Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes

DOI10.15559/VMSTA-2014.1.1.7zbMATH Open1396.60091OpenAlexW2007804527MaRDI QIDQ486864FDOQ486864

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 16 January 2015

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/vmsta-2014.1.1.7

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zbMATH Keywords

\(\alpha\)-stable like processexistence and uniqueness of the solution to SDEGamma-type processLévy-type processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (4)

• One-dimensional space-discrete transport subject to Lévy perturbations
• Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications
• On a method of the Lévy type processes construction
• Théorème de support pour processus à sauts

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