Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
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Publication:1994897
DOI10.1016/j.spa.2020.10.002zbMath1475.60101arXiv2001.07505OpenAlexW3094553326MaRDI QIDQ1994897
Publication date: 18 February 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.07505
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Integro-partial differential equations (35R09)
Related Items (3)
ESSAYS ON STRONG AND WEAK APPROXIMATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Well-posedness of a system of SDEs driven by jump random measures ⋮ One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
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