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

Portenko, N. I.

Random Oper. Stoch. Equ. 2, No. 3, 211-224 (1994).

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.

MSC:

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

Keywords:

theory of perturbations; stochastic differential equation; stable process