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Strong Feller Property for SDEs Driven by Multiplicative Cylindrical Stable Noise |
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| Authors: | Kulczycki Tadeusz Ryznar Michał Sztonyk Paweł |
| Institution: | 1.Faculty of Pure and Applied Mathematics, Wroc?aw University of Science and Technology, Wyb. Wyspiańskiego 27, 50-370, Wroc?aw, Poland ; |
| Abstract: | Potential Analysis - We consider the stochastic differential equation dXt = A(Xt?)dZt, X0 = x, driven by cylindrical α-stable process Zt in , where α ∈ (0,1) and d... |
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