Parametric family of SDEs driven by Lévy noise
Communications on Stochastic Analysis
In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by Lévy noise. These SDEs occurs in connection with a class of stochastic PDEs, which take values in the space of tempered distributions S'. These results extend a correspondence for diffusion processes, which had been proved earlier in the literature.
Bhar, Suprio and Sarkar, Barun, "Parametric family of SDEs driven by Lévy noise" (2018). Journal Articles. 1540.