Stable process with singular drift
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Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
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- scientific article; zbMATH DE number 481040 (Why is no real title available?)
- scientific article; zbMATH DE number 739280 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
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- Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
- Brownian motion with singular drift
- Conditional distributions and tightness
- Diffusions and Elliptic Operators
- Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Feynman-Kac semigroup with discontinuous additive functionals
- Fractional Laplacian with singular drift
- Lévy Processes and Stochastic Calculus
- Pseudo-differential operators and Markov processes
- Some Theorems on Stable Processes
- Stochastic differential equations with jumps
- Time-dependent gradient perturbations of fractional Laplacian
- Two-sided estimates on the density of Brownian motion with singular drift
- Uniqueness of stable processes with drift
Cited in
(27)- On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
- On admissible singular drifts of symmetric α‐stable process
- Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
- Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
- Sharp heat kernel estimates for spectral fractional Laplacian perturbed by gradients
- Uniqueness of stable processes with drift
- Heat kernel of supercritical nonlocal operators with unbounded drifts
- Drift perturbation of subordinate Brownian motions with Gaussian component
- Form-boundedness and SDEs with singular drift
- Reflected Brownian motion with singular drift
- Feller generators with measurable lower order terms
- Estimation of Additive Error in Mixed Spectra for Stable Processes
- Stable Processes With Drift on the Line
- A stable Cox-Ingersoll-Ross model with restart
- Limit theorems for some critical superprocesses
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
- Dirichlet heat kernel estimates for stable processes with singular drift in unbounded \(C^{1,1}\) open sets
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
- Brownian motion with singular time-dependent drift
- Quasi-stationarity and quasi-ergodicity of general Markov processes
- On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
- Heat kernel estimates for \(\varDelta + \varDelta^{\alpha / 2}\) under gradient perturbation
- Heat kernel estimates for stable-driven SDEs with distributional drift
- Strong law of large numbers for supercritical superprocesses under second moment condition
- Some perturbations of drift-type for symmetric stable processes
- A note on 𝐿₂-estimates for stable integrals with drift
- Gradient estimates for the fundamental solution of Lévy type operator
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