Well-posedness for SDEs driven by different type of noises
Probability
2017-07-18 v1
Abstract
We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial -stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate mixed type Kolmogorov equation.
Keywords
Cite
@article{arxiv.1707.05067,
title = {Well-posedness for SDEs driven by different type of noises},
author = {Yueling Li and Longjie Xie and Yingchao Xie},
journal= {arXiv preprint arXiv:1707.05067},
year = {2017}
}