On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients
Meyer-Brandis, Thilo ; Proske, Frank
Commun. Math. Sci., Tome 4 (2006) no. 1, p. 129-154 / Harvested from Project Euclid
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We give a method to represent strong solutions of stochastic differential equations driven by Lévy processes, explicitly. Furthermore we employ these explicit representations to study strong solutions of a certain class of SDE's, whose coefficients are not necessarily Lipschitz continuous.
Publié le : 2006-03-14
Classification:  
@article{1145905940,
     author = {Meyer-Brandis, Thilo and Proske, Frank},
     title = {On the existence and explicit representability of strong solutions of L\'evy noise
 driven SDE's with irregular coefficients},
     journal = {Commun. Math. Sci.},
     volume = {4},
     number = {1},
     year = {2006},
     pages = { 129-154},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1145905940}
}

Meyer-Brandis, Thilo; Proske, Frank. On the existence and explicit representability of strong solutions of Lévy noise
 driven SDE's with irregular coefficients. Commun. Math. Sci., Tome 4 (2006) no. 1, pp.  129-154. http://gdmltest.u-ga.fr/item/1145905940/