Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
The notion of the transportation distance on the set of the Lévy measures on $\mathbb{R}$ is introduced. A Lévy-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) unde...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2014-06-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/vmsta-2014.1.1.7 |