Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
Work
Year: 2018
Type: article
Abstract: In this paper, we investigate stochastic differential equations (SDEs) driven by a class of a supercritical $\alpha$-stable process (including the rotational symmetric $\alpha$-stable process) with dr... more
Author Guohuan Zhao
Cites: 11
Cited by: 11
Related to: 10
FWCI: 1.921
Citation percentile (by year/subfield): 83.16
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze