Parametric family of SDEs driven by L\'evy noise

Suprio Bhar; Barun Sarkar

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arXiv · 1801.06773

Parametric family of SDEs driven by L\'evy noise

Suprio Bhar·Barun Sarkar

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Abstract

In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by L\'evy noise. These SDEs occurs in connection with a class of stochastic PDEs, which take values in the space of tempered distributions $\mathcal{S}^\prime$. This correspondence for diffusion processes was proved in [Rajeev, Translation invariant diffusion in the space of tempered distributions, Indian J. Pure Appl. Math. 44 (2013), no.~2, 231--258].

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Suprio Bhar, Barun Sarkar. 2018-01-21. Parametric family of SDEs driven by L\'evy noise. https://arxiv.org/abs/1801.06773

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