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PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES
7 references·14 citing·37 second hop
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this work references cited by second hop

References

  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 2004Lévy Processes and Stochastic Calculus2,040 cited
  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
  • 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
  • 1996On the existence of smooth densities for jump processes193 cited
  • 2005Strong solutions of SDES with singular drift and Sobolev diffusion coefficients115 cited
  • 2007Uniqueness of Solutions of Stochastic Differential Equations108 cited

Cited by

  • 2013Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift89 cited
  • 2013Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes57 cited
  • 2016Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient56 cited
  • 2018Jump type stochastic differential equations with non-Lipschitz coefficients: Non-confluence, Feller and strong Feller properties, and exponential ergodicity43 cited
  • 2017On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes36 cited
  • 2014Strong Uniqueness for Stochastic Evolution Equations with Unbounded Measurable Drift Term35 cited

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2018
Stochastic flows for Lévy processes with Hölder drifts
35 cited
  • 2021Supercritical SDEs driven by multiplicative stable-like Lévy processes32 cited
  • 2020Strong existence and uniqueness for stable stochastic differential equations with distributional drift31 cited
  • 2023Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation27 cited
  • 2015Stochastic flow for SDEs with jumps and irregular drift term26 cited
  • 2019Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling25 cited
  • 2016Stochastic regularization effects of semi-martingales on random functions24 cited
  • 2014On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients22 cited