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Davie's type uniqueness for a class of SDEs with jumps
9 references·1 citing·36 second hop
Davie's type uniqueness for a class of SDEs with jumps (2018)Davie's type uniqueness for a class of SD…Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes (2013)Stochastic differential equat…Hölder Flow and Differentiability for SDEs with Nonregular Drift (2013)Hölder Flow and Differentiabi…Derivative formulas and gradient estimates for SDEs driven by α -stable processes (2012)Derivative formulas and gradi…Lévy Processes and Stochastic Calculus (2009)Lévy Processes and Stochastic…Systems of equations driven by stable processes (2005)Systems of equations driven b…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms (2004)Stochastic Differential Equat…Introduction to the Theory of Random Processes (2002)Introduction to the Theory of…Perturbation of drift-type for Lévy processes (1974)Perturbation of drift-type fo…Strong existence and uniqueness for stable stochastic differential equations with distributional drift (2020)Strong existence and uniquene…On the uniqueness of solutions of stochastic differential equations (1971)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Stochastic Integration and Differential Equations (2005)A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s (2013)Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients (2016)Stochastic Hamiltonian flows with singular coefficients (2018)Controlled Diffusion Processes (1980)Lévy Processes and Stochastic Calculus (2004)Stochastic flows for Lévy processes with Hölder drifts (2018)Semimartingale Theory and Stochastic Calculus (2019)Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise (2021)Supercritical SDEs driven by multiplicative stable-like Lévy processes (2021)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)The Malliavin Calculus and Related Topics (2006)Densities for SDEs driven by degenerate $\alpha$-stable processes (2014)Gradient estimates for SDEs driven by multiplicative Lévy noise (2015)Bismut formula for Lions derivative of distribution-path dependent SDEs (2021)Stochastic Differential Equations and Diffusion Processes (1983)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Averaging along irregular curves and regularisation of ODEs (2016)Stochastic Calculus and Applications. (1986)Un Cours sur les Intégrales Stochastiques (2002)Pathwise uniqueness for singular SDEs driven by stable processes (2010)Mean Field Games and Nonlinear Markov Processes (2011)Limit Theorems for Stochastic Processes (1987)Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (2009)Itô’s stochastic calculus: Its surprising power for applications (2010)Polynomial processes and their applications to mathematical finance (2012)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation (2023)On limit laws for service processes in multi-channel systems (1967)A Basic Dynamic Routing Problem and Diffusion (1978)Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2021)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps (2014)
this work references cited by second hop

References

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  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 2004Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms184 cited
  • 2012Derivative formulas and gradient estimates for SDEs driven by α -stable processes88 cited
  • 1974Perturbation of drift-type for Lévy processes80 cited
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Cited by

  • 2020Strong existence and uniqueness for stable stochastic differential equations with distributional drift31 cited

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