电邮这篇文章 Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
- 作者: Bogachev V.1,2,3, Pilipenko A.4,5
-
隶属关系:
- 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,”
- 期: 卷 94, 编号 1 (2016)
- 页面: 438-440
- 栏目: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/224069
- DOI: https://doi.org/10.1134/S1064562416040244
- ID: 224069
如何引用文章
开放存取
##reader.subscriptionAccessGranted##
订阅存取
详细
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.
作者简介
V. Bogachev
Faculty of Mechanics and Mathematics; St. Tikhon’s Orthodox University; National Research University Higher School of Economics
编辑信件的主要联系方式.
Email: vibogach@mail.ru
俄罗斯联邦, Moscow, 119991; Moscow; Myasnitskaya ul. 20, Moscow, 101000
A. Pilipenko
Institute of Mathematics; National Technical University of Ukraine “KPI,”
Email: vibogach@mail.ru
乌克兰, Tereshchenkovskaya ul. 3, Kiev, 01601; Kiev
