Fetching the paper…
Reading the bibliography…
We consider SDEs driven by multiplicative pure jump L\'{e}vy noises, where L\'evy processes are not necessarily comparable to $\alpha$-stable-like processes.
Luo, D. and Wang, J.: Exponential convergence in L p L^{p} -Wasserstein distance for diffusion processes without uniformly dissipative drift, Math. Nachr. 289
1926
Earlier work this paper cites.
Tanaka, H., Tsuchiya, M. and Watanabe, S.: Perturbation of drift-type for Lévy processes, J. Math. Kyoto Univ. 14
1974
Earlier work this paper cites.
Lindvall, T. and Rogers, L. C. G.: Coupling of multidimensional diffusions by reflection, Ann. Probab. 14
1986
Earlier work this paper cites.
Chen, M.-F. and Li, S.-F.: Coupling methods for multi-dimensional diffusion process, Ann. Probab. 17
1989
Earlier work this paper cites.
Lindvall, T.: Lectures on the Coupling Method , Wiley, New York, 1992
1992
Earlier work this paper cites.
Meyn, S.P. and Tweedie, R.T.: Stability of Markovian processes III: Foster–Lyapunov criteria for comtinuous time processes, Adv. Appl. Probab. 25
1993
Earlier work this paper cites.
Thorrison, H.: Coupling, Stationary, and Regenration , Springer-Verlag, 2000
2000
Earlier work this paper cites.
Bass, R.F., Burdzy, K. and Chen, Z.-Q.: Stochastic differential equations driven by stable processes for which pathwise uniqueness fails, Stoch. Proc. Appl. 111
2004
Earlier work this paper cites.
Chen, M.-F.: From Markov Chains to Non-Equilibrium Particle Systems, World Scientific Publishing Co., Inc., River Edge, NJ, Second edition, 2004
2004
Cited alongside, same era.
Chen, M.-F.: Eigenvalues, Inequalities, and Ergodic Theory, Springer-Verlag London, Ltd., London, 2005
2005
Cited alongside, same era.
Priola, E. and Wang, F.-Y.: Gradient estimates for diffusion semigroups with singular coefficients, J. Funct. Anal. 236
2006
Cited alongside, same era.
Masuda, H.: Ergodicity and exponential β \beta -mixing bounds for multidimensional diffusions with jumps, Stoch. Proc. Appl. 117
2007
Cited alongside, same era.
Kulik, A.: Exponential ergodicity of the solutions to SDE’s with a jump noise, Stoch. Proc. Appl. 119
2009
Cited alongside, same era.
Haadem, S. and Proske, F.: On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE’s with singular coefficients, J. Funct. Anal. 266
2014
Later among the works it cites.
Wang, F.-Y.: Analysis for Diffusion Processes on Riemannian Manifolds , World Scientific Ltd., Singapore, 2014
2014
Later among the works it cites.
Barczy, M., Li, Z. and Pap, G.: Yamada-Watanabe results for stochastic differential equations with jumps, International Journal of Stochastic Analysis 2015
2015
Later among the works it cites.
Wang, F.-Y., Xu, L. and Zhang, X.: Gradient estimates for SDEs driven by multiplicative Lévy noises, J. Funct. Anal. 269
2015
Later among the works it cites.
Wang, L., Xie, L. and Zhang, X.: Derivative formulae for SDEs driven by multiplicative α \alpha -stable like processes, Stoch. Proc. Appl. 125
2015
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Takeuchi, A.: Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps, J. Theoret. Probab. 23
2010
Cited alongside, same era.
Priola, E.: Pathwise uniqueness for singular SDEs driven by stable processes, Osaka Journal of Mathematics 49
2012
Cited alongside, same era.
2013
Cited alongside, same era.
Cited in the paper.
Cited in the paper.
Priola, E.: Stochastic flow for SDEs with jumps and irregular drift term, arXiv:1405.2575
Cited in the paper.
Priola, E.: Davie’s type uniqueness for a class of SDEs with jumps, arXiv: 1509.07448
Cited in the paper.
Later among the works it cites.
Arapostathis, A., Biswas, A. and Caffarelli, L.: The Dirichlet problem for stable-like operators and related probabilistic representations, Comm. Partial Differential Equations 41
2016
Later among the works it cites.
Wang, J.: L p L^{p} -Wasserstein distance for stochastic differential equations driven by Lévy processes, Bernoulli 22
2016
Later among the works it cites.
Majka, M.: Coupling and expoential ergodicity for stochastic differential equations driven by Lévy process, Stoch. Proc. Appl. 154
2017
Later among the works it cites.