A parametrix approach for some degenerate stable driven SDEs
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Publication:503098
DOI10.1214/15-AIHP704zbMath1355.60076arXiv1402.3997MaRDI QIDQ503098
Stéphane Menozzi, Lorick Huang
Publication date: 11 January 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.3997
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Martingales with continuous parameter (60G44) Stable stochastic processes (60G52) Integro-partial differential equations (35R09)
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