Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference11 articles.
1. One-dimensional stochastic differential equations with no strong solution;Barlow;J. London Math. Soc.,1982
2. Uniqueness in law for pure jump Markov processes;Bass;Probab. Theory Related Fields,1988
3. Bass, R.F., 2003. Stochastic differential equations driven by symmetric stable processes. Séminaire de Probabilités, Vol. XXXVI. Springer, New York, pp. 302–313.
4. Lévy Processes;Bertoin,1996
5. On the distribution of first hits for the symmetric stable processes;Blumenthal;Trans. Amer. Math. Soc.,1961
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