18 citations · 50 across the 11 of their papers we have counts for
12 papers · 1 filter
General path integrals and stable SDEs
Sam Baguley, Leif Doering, Andreas Kyprianou
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic different…
Levy Processes with finite variance conditioned to avoid an interval
Leif Doering, Alexander R. Watson, Philip Weissmann
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be co…
Entrance and exit at infinity for stable jump diffusions
Leif Doering, Andreas E. Kyprianou
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on in terms of their ability to access the boundary (Felle…
Random Interlacements via Kuznetsov Measures
Steffen Dereich, Leif Doering
The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particul…
A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes
Leif Doering
In his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as time-changes of exponentials of Levy processes. In the past decade the problem of class…
Hitting properties and non-uniqueness for SDE driven by stable processes
Julien Berestycki, Leif Doering, Leonid Mytnik +1
We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coefficients. Using the Lamperti transformation for positive self-similar Markov process…