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- W2007804527 abstract "The notion of the transportation distance on the set of the Levy measures on $mathbb{R}$ is introduced. A Levy-type process with a given symbol (state dependent analogue of the characteristic triplet) is proved to be well defined as a strong solution to a stochastic differential equation (SDE) under the assumption of Lipschitz continuity of the Levy kernel in the symbol w.r.t. the state space variable in the transportation distance. As examples, we construct Gamma-type process and $alpha$-stable like process as strong solutions to SDEs." @default.
- W2007804527 created "2016-06-24" @default.
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- W2007804527 date "2014-06-17" @default.
- W2007804527 modified "2023-09-23" @default.
- W2007804527 title "Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes" @default.
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- W2007804527 doi "https://doi.org/10.15559/vmsta-2014.1.1.7" @default.
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