Enviar artigo por via de e-mail Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
- Autores: Bogachev V.I.1,2,3, Pilipenko A.Y.4,5
-
Afiliações:
- 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,”
- Edição: Volume 94, Nº 1 (2016)
- Páginas: 438-440
- Seção: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/224069
- DOI: https://doi.org/10.1134/S1064562416040244
- ID: 224069
Citar
Acesso aberto
Acesso está concedido
Somente assinantes
Resumo
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.
Sobre autores
V. Bogachev
Faculty of Mechanics and Mathematics; St. Tikhon’s Orthodox University; National Research University Higher School of Economics
Autor responsável pela correspondência
Email: vibogach@mail.ru
Rússia, Moscow, 119991; Moscow; Myasnitskaya ul. 20, Moscow, 101000
A. Pilipenko
Institute of Mathematics; National Technical University of Ukraine “KPI,”
Email: vibogach@mail.ru
Ucrânia, Tereshchenkovskaya ul. 3, Kiev, 01601; Kiev
Arquivos suplementares
