Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient

DOI10.1134/S1064562416040244zbMath1352.60083MaRDI QIDQ339983

Vladimir I. Bogachev, Andrey Yu. Pilipenko

Publication date: 11 November 2016

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationLévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Ergodicity of stochastic differential equations with jumps and singular coefficients

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