Well-posedness for SDEs driven by different type of noises
classification
🧮 math.PR
keywords
drivenequationnoisepartialtypealphabrowniancoefficients
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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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