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math.PR2025
Law equivalence for Ornstein--Uhlenbeck dynamics driven by Lévy noise
Tomasz Kania
For stochastic partial differential equations driven by Lévy noise, understanding when changes in the drift operator preserve the law of the solution is fundamental to filtering, c…
math.PR2018
Law equivalence of Ornstein--Uhlenbeck processes driven by a Lévy process
Grzegorz Bartosz, Tomasz Kania
We demonstrate that two Ornstein--Uhlenbeck processes, that is, solutions to certain stochastic differential equations that are driven by a Lévy process L have equivalent laws as l…