Explosive solutions for stochastic differential equations driven by Lévy processes

DOI10.1016/j.jmaa.2017.04.071zbMath1373.60119OpenAlexW2610540501MaRDI QIDQ2627952

Jiamin Xing, Yong Li

Publication date: 9 June 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.04.071

zbMATH Keywords

Lévy processesstochastic differential equationsexplosive solutions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian

Cites Work

• Explosive solutions of stochastic reaction-diffusion equations in mean \(L^p\)-norm
• Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
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• Lévy Processes and Stochastic Calculus
• Financial Modelling with Jump Processes
• Diffusion Processes in One Dimension
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