On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

In this article we prove the pathwise uniqueness for stochastic differential equations in R d with time-dependent Sobolev drifts, and driven by symmetric α-stable processes

The proofs of Theorems 2.1 and 2.2 are based on the representations of the density and its derivative obtained by using Malliavin calculus and on the study of the asymptotic behavior

The L 2 -regularity property is established here by using the asymptotic behavior of the density of the process solution of (2.1) in small time as well as its derivative with respect

Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes... Local Asymptotic Mixed Normality property

The proofs of Theorems 2.2 and 2.5 are based on the representations of the density and its derivative obtained by using Malliavin calculus and on the study of the asymptotic behavior

The L 2 - regularity property is established here by using the asymptotic behavior of the density of the process solution of (2.1) in small time as well as its derivative with

Abstract: Considering a class of stochastic differential equations driven by a locally stable process, we address the joint parametric estimation, based on high frequency

Assuming that the L´ evy measure of the driving process behaves like that of an α-stable process around zero, we propose an estimating functions based method which leads