680 citations · 791 across the 7 of their papers we have counts for
Showing 2008Show all
2 papers · 1 filter
math.PR2008★ 1 cited
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise
C. Hein, P. Imkeller, I. Pavlyukevich
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation wh…
math-ph2008★ 3 cited
One-dimensional space-discrete transport subject to Levy perturbations
I. Pavlyukevich, I. M. Sokolov
In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In part…