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Volumn 68, Issue 2, 1997, Pages 209-228

On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion

Author keywords

"Local" existence; 0 1 Law; Existence; Purely discontinuous martingales; Random measures; Stable integrals; Stochastic differential equations; Time change; Stable L vy motions

Indexed keywords


EID: 0031575032     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00030-6     Document Type: Article
Times cited : (16)

References (18)
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    • Engelbert, H.J., Schmidt, W., 1981. On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations. in: Lectures Notes in Control and Information Sciences, vol. 36. Springer, Berlin, pp. 47-55.
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  • 9
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    • Some time change representations of stable integrals, via predictable transformations of local martingales
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  • 11
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    • Hitting probabilities of single points for processes with stationary, independent increments
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    • Kesten, H.1
  • 12
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    • Komatsu, T., 1984. On the martingale problem for generators of stable processes with perturbations. Osaka J. Math. 21, 113-132.
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  • 13
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  • 18
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    • One-dimensional stable distributions
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.