On one-dimensional stochastic differential equations driven by stable processes

被引：1

作者：

Pragarauskas H. ^{[1
]}

Zanzotto P.A. ^{[2
]}

机构：

[1] Institute of Mathematics and Informatics, 2600 Vilnius

[2] Department of Mathematics, University of Pisa, 56127 Pisa

来源：

Lithuanian Mathematical Journal | 2000年 / 40卷 / 3期

关键词：

L[!sup]2[!/sup]-estimate; Skorokhod representation theorem; Stable integral; Stochastic differential equation; Symmetric α-stable lévy process; Weak nonexploding solution;

D O I：

10.1007/BF02465137

中图分类号：

学科分类号：

摘要：

We consider the one-dimensional stochastic differential equation dX t = b(t, Xt-)dZt, where Z is a symmetric α-stable Lévy process with α ∈ (1,2] and b is a Borel function. We give sufficient conditions under which the equation has a weak nonexploding solution. © 2000 Kluwer Academic/Plenum Publishers.

引用

页码：277 / 295

页数：18

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