Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions

Stochastic Processes and their Applications

Volumn 105, Issue 1, 2003, Pages 69-97

  Samorodnitsky, G ^a   Grigoriu, M ^b  

^a Cornell University   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

Coupling; Heavy tails; L vy motion; Markov process; Stationary distribution; Stochastic differential equation; Storage processes

Indexed keywords

EID: 0037401191     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(03)00002-4     Document Type: Article

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