Well-posedness for SDEs driven by different type of noises

Longjie Xie; Yingchao Xie; Yueling Li

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Well-posedness for SDEs driven by different type of noises

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arxiv 1707.05067 v1 pith:HW4YCH2Q submitted 2017-07-17 math.PR

Well-posedness for SDEs driven by different type of noises

Yueling Li , Longjie Xie , Yingchao Xie This is my paper

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.

Well-posedness for SDEs driven by different type of noises

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