On solutions of equations with measurable coefficients driven by α- stable processes

DOI10.1080/17442508.2019.1687704zbMath1490.60169arXiv1808.08182OpenAlexW2985297817MaRDI QIDQ5086525

Vladimir P. Kurenok

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.08182

zbMATH Keywords

Fourier transformstochastic differential equationssymmetric stable processesKrylov type estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Cites Work

• Stopping times and tightness
• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
• Analytic methods in the theory of differential and pseudo-differential equations of parabolic type
• Lévy Processes and Stochastic Calculus
• A note on 𝐿₂-estimates for stable integrals with drift
• On one-dimensional stochastic differential equations driven by stable processes
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