Stochastic differential equations driven by stable processes for which pathwise uniqueness fails

Stochastic Processes and their Applications

Volumn 111, Issue 1, 2004, Pages 1-15

  Bass, Richard F ^a   Burdzy, Krzysztof ^b   Chen, Zhen Qing ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Crossing estimates; Pathwise uniqueness; Stable processes; Stochastic differential equations; Time change

Indexed keywords

EID: 1642501171     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.01.010     Document Type: Article

References (11)

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