Parametric family of SDEs driven by Lévy noise

Authors

Suprio Bhar, Indian Institute of Technology Kanpur
Barun Sarkar, Indian Statistical Institute Bangalore

Article Type

Research Article

Publication Title

Communications on Stochastic Analysis

Abstract

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.

First Page

157

Last Page

173

DOI

10.31390/cosa.12.2.04

Publication Date

1-1-2018

Comments

All Open Access, Bronze, Green

Recommended Citation

Bhar, Suprio and Sarkar, Barun, "Parametric family of SDEs driven by Lévy noise" (2018). Journal Articles. 1540.
https://digitalcommons.isical.ac.in/journal-articles/1540