ON WEAK SOLUTION OF SDE DRIVEN BY INHOMOGENEOUS SINGULAR LÉVY NOISE
We study a time-inhomogeneous SDE in Rd driven by a cylindrical Lévy process with independent coordinates which may have different scaling properties. Such a structure of the driving noise makes it strongly spatially inhomogeneous and complicates the analysis of the model significantly. We prove th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Mathematical Society
2022
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| Online Access: | View Fulltext in Publisher |