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math.PR2014★ 1 cited
Parametrix construction of the transition probability density of the solution to an SDE driven by -stable noise
Victoria Knopova, Alexei Kulik
Let , where , and $a:\rd\to (0,\infty)$, $b: \rd\to \rd$. Under certain regularity assumptions on the coefficients and , we…
math.PR2014
A coupling approach to Doob's theorem
Alexei Kulik, Michael Scheutzow
We provide a coupling proof of Doob's theorem which says that the transition probabilities of a regular Markov process which has an invariant probability measure converge to $μ…