Hitting properties and non-uniqueness for SDEs driven by stable processes
Year of publication: |
2015
|
---|---|
Authors: | Berestycki, J. ; Döring, L. ; Mytnik, L. ; Zambotti, L. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 3, p. 918-940
|
Publisher: |
Elsevier |
Subject: | Continuous state branching processes | Immigration | Self-similarity | Jump-diffusion |
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