On one-dimensional stochastic differential equations driven by stable processes

Lithuanian Mathematical Journal

Volumn 40, Issue 3, 2000, Pages 277-295

  Pragarauskas, H ^a   Zanzotto, P A ^b  

^a VILNIUS UNIVERSITY   (Lithuania)

^b UNIVERSITY OF PISA   (Italy)

Author keywords

L2 estimate; Skorokhod representation theorem; Stable integral; Stochastic differential equation; Symmetric stable l vy process; Weak nonexploding solution

Indexed keywords

EID: 37649011370     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/BF02465137     Document Type: Review

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