We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coefficients. Using the Lamperti transformation for positive self-similar Markov processes we obtain a necessary and sufficient condition for almost sure extinction in finite time. We then show that for certain parameters pathwise uniqueness holds in a restricted sense, namely among solutions spending a Lebesgue-negligible amount of time at 0. A direct power transformation plays a key role
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
There are many well-known uniqueness results for SDEs, but usually they require the coefficients to ...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
38 pagesWe present a new approach to positive self-similar Markov processes (pssMps) by reformulatin...
We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the di...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H whe...
We consider a measure-valued process that models a self repelling or self-attracting population. The...
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
We study the well-posedness of a system of multi-dimensional SDEs which are correlated through a non...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
Abstract. We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and dri...
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are ...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
There are many well-known uniqueness results for SDEs, but usually they require the coefficients to ...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
38 pagesWe present a new approach to positive self-similar Markov processes (pssMps) by reformulatin...
We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the di...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H whe...
We consider a measure-valued process that models a self repelling or self-attracting population. The...
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
We study the well-posedness of a system of multi-dimensional SDEs which are correlated through a non...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
Abstract. We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and dri...
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are ...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...
There are many well-known uniqueness results for SDEs, but usually they require the coefficients to ...
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally boun...