On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients
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Publication:2496606
DOI10.4310/CMS.2006.v4.n1.a5zbMath1100.60032OpenAlexW1979909766MaRDI QIDQ2496606
Thilo Meyer-Brandis, Frank Norbert Proske
Publication date: 11 July 2006
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/cms.2006.v4.n1.a5
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) White noise theory (60H40)
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