Contents Online
Communications in Mathematical Sciences
Volume 4 (2006)
Number 1
On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients
Pages: 129 – 154
DOI: https://dx.doi.org/10.4310/CMS.2006.v4.n1.a5
Authors
Abstract
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.
Published 1 January 2006