Stochastic equations with time-dependent drift driven by Levy processes

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dc.creatorKurenok, V. P.
dc.date2006-04-06
dc.date.accessioned2026-07-07T07:34:33Z
dc.date.available2026-07-07T07:34:33Z
dc.descriptionUsing 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.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/math/0604136
dc.identifierhttp://arxiv.org/abs/math/0604136
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119802
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60H10, 60J60, 60J65, 60G44
dc.titleStochastic equations with time-dependent drift driven by Levy processes
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