Chapter

Séminaire de Probabilités XXXVI

Volume 1801 of the series Lecture Notes in Mathematics pp 302-313

Date:

Stochastic differential equations driven by symmetric stable processes

  • Richard F. BassAffiliated withDepartment of Mathematics, Universtity of Connecticut

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Contents.

  • 1. Introduction

  • 2. The case \(\alpha \in (1,2)\)

  • 3. The case \(\alpha \in (0,1)\)

  • References

Mathematics Subject Classification (2000):

60Gxx 60Hxx 60Jxx