Stochastic equations with multidimensional drift driven by Levy processes

DOI10.1515/156939706779801705MaRDI QIDQ3440807zbMATH OpenOpenAlexFDO

Authors V. P. Kurenok

Publication date 29 May 2007

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939706779801705

zbMATH Keywords

Krylov estimatemultidimensional Lévy processstochastic differential equationtime-dependent driftweak convergence

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• Diffusion processes associated with L�vy generators
• Diffusion processes with continuous coefficients, II
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
• On stability and existence of solutions of SDEs with reflection at the boundary

Cited in

(11)

• Stochastic flows for Lévy processes with Hölder drifts
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• Sticky couplings of multidimensional diffusions with different drifts
• Stochastic equations with time-dependent drift driven by Lévy processes
• scientific article; zbMATH DE number 4133243 (Why is no real title available?)
• A piecewise linear stochastic differential equation driven by a Lévy process
• Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
• scientific article; zbMATH DE number 6178028 (Why is no real title available?)
• Multidimensional stochastic differential equations with distributional drift
• Short-time behavior of solutions to Lévy-driven stochastic differential equations
• Kinetic time-inhomogeneous Lévy-driven model

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