L^ -1 distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric -stable process

Stable stochastic processes (60G52) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

\(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations driven by a symmetric \(\alpha \)-stable process
Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
scientific article; zbMATH DE number 4056715 (Why is no real title available?)
scientific article; zbMATH DE number 3761131 (Why is no real title available?)
scientific article; zbMATH DE number 3594392 (Why is no real title available?)
Lévy Processes and Stochastic Calculus
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class
On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
On the uniqueness of solutions of stochastic differential equations
On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes
Random time changes and convergence in distribution under the Meyer-Zheng conditions
Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques
Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient

This page was built for publication: \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric \(\alpha\)-stable process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7293127)