Systems of equations driven by stable processes

DOI10.1007/s00440-004-0426-zzbMath1085.60035OpenAlexW2054315074MaRDI QIDQ816991

Richard F. Bass, Zhen-Qing Chen

Publication date: 2 March 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-004-0426-z

Mathematics Subject Classification ID

Related Items (36)

Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ Heat kernels and analyticity of non-symmetric jump diffusion semigroups ⋮ \(L^p\) estimates for degenerate non-local Kolmogorov operators ⋮ Heat kernel bounds for nonlocal operators with singular kernels ⋮ Perturbation by non-local operators ⋮ Davie's type uniqueness for a class of SDEs with jumps ⋮ Coupling by reflection and Hölder regularity for non-local operators of variable order ⋮ Nonlinear diffusions and stable-like processes with coefficients depending on the median or var ⋮ On path-independent Girsanov transform ⋮ Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Occupation times for stable-like processes ⋮ A class of singular symmetric Markov processes ⋮ Nonlocal nonlinear diffusion equations. Smoothing effects, Green functions, and functional inequalities ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Space-time fractional diffusion on bounded domains ⋮ Pathwise uniqueness for singular SDEs driven by stable processes ⋮ Regularity of solutions to anisotropic nonlocal equations ⋮ The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups ⋮ Weak well-posedness of multidimensional stable driven SDEs in the critical case ⋮ Stochastic evolution equations driven by Lévy processes ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ Poincaré-type inequalities for singular stable-like Dirichlet forms ⋮ Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions ⋮ Supercritical SDEs driven by multiplicative stable-like Lévy processes ⋮ On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients ⋮ Regularity of harmonic functions for a class of singular stable-like processes ⋮ Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Uniqueness in law for stable-like processes of variable order ⋮ Schramm-Loewner equations driven by symmetric stable processes ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ The Dirichlet problem for nonlocal elliptic equations ⋮ Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps ⋮ Boundary Harnack principle for $Δ+ Δ^{𝛼/2}$ ⋮ Interacting superprocesses with discontinuous spatial motion ⋮ Heat kernel of supercritical nonlocal operators with unbounded drifts

Cites Work

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