On solutions of equations with measurable coefficients driven by α- stable processes

Autor: V. P. Kurenok
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