Parametric family of SDEs driven by L\'evy noise
Probability
2018-01-23 v1
Abstract
In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by L\'evy noise. These SDEs occurs in connection with a class of stochastic PDEs, which take values in the space of tempered distributions . This correspondence for diffusion processes was proved in [Rajeev, Translation invariant diffusion in the space of tempered distributions, Indian J. Pure Appl. Math. 44 (2013), no.~2, 231--258].
Cite
@article{arxiv.1801.06773,
title = {Parametric family of SDEs driven by L\'evy noise},
author = {Suprio Bhar and Barun Sarkar},
journal= {arXiv preprint arXiv:1801.06773},
year = {2018}
}