References
- Bass , R.F. 2003 . Stochastic differential equations driven by symmetric stable processes . Séminaire de Probabilités , XXXVI : 302 – 313 . Lectures given at University of Connecticut, Storrs, CT
- Bass , R.F. 2004 . Stochastic differential equations with jumps . Probab. Surv. , 1 : 1 – 19 .
- Le Gall , J.F. 1983 . Application du temps local aux equations differentielles stochastiques unidimensionnelles . Séminaire de Probabilités de Strasbourg , 17 : 15 – 31 .
- Nakao , S. 1972 . On the pathwise uniqueness of solutions of stochastic differential equations . Osaka J. Math. , 9 : 513 – 518 .
- Ouknine , Y. 1988 . Généralisation d'un lemme de S. Nakao et applications . Stochastics , 23 ( 2 ) : 149 – 157 .
- Protter , P. 1990 . Stochastic Integration and Differential Equations, A New Approach , Berlin : Springer .
- Ronsnski , J. and Woyczynski , W.A. 1986 . On Itô stochastic integration w.r.t p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals I . Ann. Prob. , 14 : 271 – 286 .
- Tsuchiya , T. 2006 . On the uniqueness of solutions of stochastic differential equations driven by multidimensional symmetric α stable class . J. Math. Kyoto Univ. , 46 ( 1 ) : 107 – 121 .
- Yamada , T. and Watanabe , S. 1971 . On the uniqueness of solutions of stochastic differential equations . J. Math. Kyoto Univ. , 11 : 155 – 167 .