Well-posedness for SDEs driven by different type of noises

Longjie Xie; Yingchao Xie; Yueling Li

REVIEW

Well-posedness for SDEs driven by different type of noises

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

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

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

classification math.PR

keywords drivenequationnoisepartialtypealphabrowniancoefficients

verification ladder T0 review T1 audit T2 compute T3 formal

0 comments

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.

Discussion (0). Continue with ORCID to comment.

Pith tools