Мақаланы E-mail арқылы жіберу Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
- Авторлар: Bogachev V.1,2,3, Pilipenko A.4,5
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Мекемелер:
- 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,”
- Шығарылым: Том 94, № 1 (2016)
- Беттер: 438-440
- Бөлім: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/224069
- DOI: https://doi.org/10.1134/S1064562416040244
- ID: 224069
Дәйексөз келтіру
Ашық рұқсат
Рұқсат берілді
Тек жазылушылар үшін
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.
Авторлар туралы
V. Bogachev
Faculty of Mechanics and Mathematics; St. Tikhon’s Orthodox University; National Research University Higher School of Economics
Хат алмасуға жауапты Автор.
Email: vibogach@mail.ru
Ресей, 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
