Drift reduction method for SDEs driven by heterogeneous singular Lévy noise
Author:
Affiliation:
1. Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wrocław, Poland
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Reference21 articles.
1. Chen, Z.-Q., Zhang, X. and Zhao, G. (2021). Supercritical SDEs driven by multiplicative stable-like Lévy processes. Trans. Amer. Math. Soc. 374 7621–7655. 10.1090/tran/8343
2. Bass, R.F. and Chen, Z.-Q. (2006). Systems of equations driven by stable processes. Probab. Theory Related Fields 134 175–214. 10.1007/s00440-004-0426-z
3. Bogdan, K., Grzywny, T. and Ryznar, M. (2014). Density and tails of unimodal convolution semigroups. J. Funct. Anal. 266 3543–3571. 10.1016/j.jfa.2014.01.007
4. Chaker, J. (2019). The martingale problem for a class of nonlocal operators of diagonal type. Math. Nachr. 292 2316–2337. 10.1002/mana.201800452
5. Chaker, J. (2020). Regularity of solutions to anisotropic nonlocal equations. Math. Z. 296 1135–1155. 10.1007/s00209-020-02459-y
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