Drift reduction method for SDEs driven by heterogeneous singular Lévy noise

DOI10.3150/23-BEJ1707MaRDI QIDQ6589585FDOQ6589585

Authors: T. Kulczycki, Oleksii Kulyk, Michał Ryznar 

Publication date: 20 August 2024

Published in: Bernoulli (Search for Journal in Brave)

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zbMATH Keywords

driftstochastic differential equationtransition densityLévy processHölder regularity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Cites Work

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