First exit times of solutions of non-linear stochastic differential equations with $\\alpha$-stable components
Please always quote using this URN:urn:nbn:de:0296-matheon-2031
Author: | Peter Imkeller, Ilya Pavlyukevich |
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URN: | urn:nbn:de:0296-matheon-2031 |
Referee: | Anton Bovier |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2005/10/01 |
Release Date: | 2005/04/01 |
Institute: | Humboldt-Universität zu Berlin |
Preprint Number: | 191 |