Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
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1. Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients;Journal of Differential Equations;2023-07
2. Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators;Electronic Journal of Probability;2020-01-01
3. On the existence of semimartingales with continuous characteristics;Stochastics;2019-09-08
4. Jump Processes and Nonlocal Operators;Recent Developments in Nonlocal Theory;2017-12-31
5. Applications;Lévy Matters VI;2017
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