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arXiv · 1707.05067

Well-posedness for SDEs driven by different type of noises

Yueling Li·Longjie Xie·Yingchao Xie
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Abstract

We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate mixed type Kolmogorov equation.

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Yueling Li, Longjie Xie, Yingchao Xie. 2017-07-17. Well-posedness for SDEs driven by different type of noises. https://arxiv.org/abs/1707.05067

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