## Stochastic differential equations driven by symmetric stable processes.(English)Zbl 1039.60056

Azéma, Jacques (ed.) et al., 36th seminar on probability. Berlin: Springer (ISBN 3-540-00072-0/pbk). Lect. Notes Math. 1801, 302-313 (2003).
From the introduction: Let $$X$$ be a one-dimensional symmetric stable process of index $$\alpha\in (0,2)$$. We consider the stochastic differential equation $$dY_t= F(Y_{t-})\,dX_t,$$ $$Y_0= x_0.$$ We have two main results. Our first is the analogue of the Yamada-Watanabe condition for diffusions. Our second main result covers the case $$\alpha\in (0,1)$$.
For the entire collection see [Zbl 1003.00010].

### MSC:

 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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