On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α

DOI10.1142/9789812774637_0006MaRDI QIDQ5487020zbMATH OpenOpenAlexFDO

Authors Hiroya Hashimoto, Takahiro Tsuchiya, Toshio Yamada

Publication date 18 September 2006

Published in Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789812774637_0006

zbMATH Keywords

pathwise uniquenesscomparison problemsLamperti's methodTanaka's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
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• On stochastic equations with measurable coefficients driven by symmetric stable processes
• Differentiability of spectral functions for symmetric $\alpha$-stable processes
• On the third initial-boundary value problem for some class of pseudo-differential equations related to a symmetric \(\alpha\)-stable process
• On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
• Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
• Functional inequalities for time-changed symmetric \(\alpha \)-stable processes
• Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes

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