Stochastic Equations Driven by a Cauchy Process

DOI10.1214/074921708000000327MaRDI QIDQ3626699zbMATH OpenOpenAlexFDO

Authors V. P. Kurenok

Publication date 22 May 2009

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/074921708000000327

zbMATH Keywords

Cauchy processKrylov's estimatesstochastic differential equationsweak convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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(6)

• On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
• Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
• scientific article; zbMATH DE number 6841152 (Why is no real title available?)
• Cauchy noise and affiliated stochastic processes
• STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
• Governing stochastic equation for a self-similar random process

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