On solutions of equations with measurable coefficients driven by α- stable processes
Autor: | V. P. Kurenok |
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Rok vydání: | 2019 |
Předmět: | |
Zdroj: | Stochastics. 92:1021-1042 |
ISSN: | 1744-2516 1744-2508 |
DOI: | 10.1080/17442508.2019.1687704 |
Popis: | We prove the existence of solutions for the stochastic differential equation d X t = b ( t , X t − ) d Z t + a ( t , X t ) d t , X 0 ∈ I R , t ≥ 0 , with the measurable coefficients a and b satisfy... |
Databáze: | OpenAIRE |
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