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

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References

2007Brownian Motion and Stochastic Calculus7,421 cited
1998Brownian Motion and Stochastic Calculus2,043 cited
1979Calcul Stochastique et Problèmes de Martingales1,161 cited
1986On Ito Stochastic Integration with Respect to $p$-Stable Motion: Inner Clock, Integrability of Sample Paths, Double and Multiple Integrals127 cited
1985On solutions of one-dimensional stochastic differential equations without drift85 cited
1992Some time change representations of stable integrals, via predictable transformations of local martingales58 cited

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2002On stochastic differential equations driven by a Cauchy process and other stable Lévy motions32 cited

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