Some perturbations of drift-type for symmetric stable processes. (English) Zbl 0839.60056

Summary: Equations well-known in the theory of perturbations are used for constructing a solution of a simple stochastic differential equation. This solution determines a symmetric stable process with a drift which may be a locally unbounded function.


60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60E07 Infinitely divisible distributions; stable distributions
Full Text: DOI