Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
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Cites work
- scientific article; zbMATH DE number 2046384 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
- On the Distribution of First Hits for the Symmetric Stable Processes
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
- One Dimensional Stochastic Differential Equations with No Strong Solution
- Path-wise solutions of stochastic differential equations driven by Lévy processes
- Symmetric Stable Laws and Stable-Like Jump-Diffusions
- Uniqueness in law for pure jump Markov processes
Cited in
(30)- Convergence and almost sure exponential stability of compensated split-step theta scheme for stochastic pantograph models with Poisson random measure
- Well-posedness of some non-linear stable driven SDEs
- On strong Markov property for Fleming-Viot processes
- \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations driven by a symmetric \(\alpha \)-stable process
- Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
- General path integrals and stable SDEs
- On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α
- Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes
- Hölder continuity of semigroups for time changed symmetric stable processes
- Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
- On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric \(\alpha\) stable class
- Ergodicity of stochastic differential equations with jumps and singular coefficients
- Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
- Supercritical SDEs driven by multiplicative stable-like Lévy processes
- Systems of equations driven by stable processes
- Strong solutions for stochastic differential equations with jumps
- Stochastic differential equations with Sobolev drifts and driven by -stable processes
- Pathwise uniqueness for singular SDEs driven by stable processes
- A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
- Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
- On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
- Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes
- Hitting properties and non-uniqueness for SDEs driven by stable processes
- On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients
- Singular SDEs with critical non-local and non-symmetric Lévy type generator
- Convergence and stability of truncated Euler-Maruyama algorithm for stochastic proportional delay Mckean-Vlasov models with jump process
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
- Stochastic equations of non-negative processes with jumps
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
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