On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes
Work
Year: 2012
Type: article
Abstract: We consider a one-dimensional stochastic equation , , with respect to a symmetric stable process of index . It is shown that solving this equation is equivalent to solving of a 2-dimensional stochasti... more
Author V. P. Kurenok
Institution Washington University in St. Louis
Cites: 19
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 50.28
Subfield: Finance
Domain: Social Sciences
Open Access status: gold