On one-dimensional stochastic differential equations driven by stable processes

DOI10.1007/BF02465137zbMath0979.60045MaRDI QIDQ5930989

H. Pragarauskas, Pio Andrea Zanzotto

Publication date: 17 February 2002

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation; weak solution; \(\alpha\)-stable Lévy process

Mathematics Subject Classification ID

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

60G52: Stable stochastic processes

Related Items

Unnamed Item, A note on 𝐿₂-estimates for stable integrals with drift, On stochastic equations with measurable coefficients driven by symmetric stable processes, Schramm-Loewner equations driven by symmetric stable processes, On degenerate stochastic equations of Itô type with jumps, On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients, Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions, Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients

Cites Work

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• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• On weak solutions of one-dimensional SDEs with time-dependent coefficients
• Representation of a Class of Semimartingales as Stable Integrals
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