Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes

DOI10.1007/s10959-009-0226-6zbMath1197.60054MaRDI QIDQ966506

Thilo Meyer-Brandis, Frank Norbert Proske

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10507

zbMATH Keywords

Lévy processes; white noise analysis; stochastic differential equations

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H40: White noise theory

Related Items

A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs, Construction of strong solutions of SDE's via Malliavin calculus, Asymptotic expansions for SDE's with small multiplicative noise, Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise

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