Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
By Richard F. Bass, Krzysztof Burdzy, Zhen-Qing Chen. 2004
50 citations recorded by the source corpus.
Subfields: Applied Mathematics, Control and Systems Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/a4aa71ec9bb974a3467490fcdf97834c93309f20
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Longjie Xie
- Zhen-Qing Chen
- Xicheng Zhang
- Richard F. Bass
- Viktorya Knopova
- A. Kulik
- M. Kassmann
- T. Grzywny
In Control and Systems Engineering
In Finance
- Longjie Xie
- Zhen-Qing Chen
- Xicheng Zhang
- A. Kulik
- Viktorya Knopova
- Richard F. Bass
- Renming Song
- Feng-Yu Wang
Citations in the corpus
- Parametrix construction of the transition probability density of the solution to an SDE driven by $\alpha$-stable noise (2014, background): “3), see also [3] for the negative example.”
- Systems of equations driven by stable processes (2006, background): “In the special case d = 1 a time change argument can be given to give a proof of Theorem 1.1; see [ BBC ] for details.”
- Ergodicity of stochastic differential equations with jumps and singular coefficients (2017, background): “3) may not have a pathwise uniqueness strong solution, see also [3] for related result.”
- Strong solutions of jump-type stochastic equations (2012, unknown): “, [1, 2, 3, 10, 11, 13, 15] and the references therein.”