Stochastic equations with time-dependent drift driven by Levy processes

V. P. Kurenok

Stochastic equations with time-dependent drift driven by Levy processes

概率论 2007-05-23 v1 数学物理 math.MP

作者: V. P. Kurenok

摘要

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to be one and the time-dependent drift is measurable and bounded.

关键词

lévy processes stochastic differential equations mckean-vlasov equations

引用

@article{arxiv.math/0604136,
  title  = {Stochastic equations with time-dependent drift driven by Levy processes},
  author = {V. P. Kurenok},
  journal= {arXiv preprint arXiv:math/0604136},
  year   = {2007}
}

备注

12 pages

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