Отправить статью по E-mail Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
- Авторы: Bogachev V.I.1,2,3, Pilipenko A.Y.4,5
-
Учреждения:
- Faculty of Mechanics and Mathematics
- St. Tikhon’s Orthodox University
- National Research University Higher School of Economics
- Institute of Mathematics
- National Technical University of Ukraine “KPI,”
- Выпуск: Том 94, № 1 (2016)
- Страницы: 438-440
- Раздел: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/224069
- DOI: https://doi.org/10.1134/S1064562416040244
- ID: 224069
Цитировать
Открытый доступ
Доступ предоставлен
Только для подписчиков
Аннотация
The goal of this study is to prove an existence and uniqueness theorem for the solution of a stochastic differential equation with Lévy noise in the case where the drift coefficient can be discontinuous. Additionally, the differentiability of the solution with respect to the initial condition is proved.
Об авторах
V. Bogachev
Faculty of Mechanics and Mathematics; St. Tikhon’s Orthodox University; National Research University Higher School of Economics
Автор, ответственный за переписку.
Email: vibogach@mail.ru
Россия, Moscow, 119991; Moscow; Myasnitskaya ul. 20, Moscow, 101000
A. Pilipenko
Institute of Mathematics; National Technical University of Ukraine “KPI,”
Email: vibogach@mail.ru
Украина, Tereshchenkovskaya ul. 3, Kiev, 01601; Kiev
Дополнительные файлы
