A note on 𝐿₂-estimates for stable integrals with drift

DOI10.1090/S0002-9947-07-04234-1zbMath1137.60029MaRDI QIDQ5429478

Vladimir P. Kurenok

Publication date: 30 November 2007

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

weak convergencesymmetric stable processesKrylov's estimatesone-dimensional stochastic equationsbounded drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic integrals (60H05)

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