Existence of solution for stochastic differential equations driven by G-Lévy process with discontinu...
Existence of solution for stochastic differential equations driven by G-Lévy process with discontinuous coefficients
About this item
Full title
Author / Creator
Publisher
Cham: Springer International Publishing
Journal title
Language
English
Formats
Publication information
Publisher
Cham: Springer International Publishing
Subjects
More information
Scope and Contents
Contents
The existence theory for the vector-valued stochastic differential equations driven by
G
-Brownian motion and pure jump
G
-Lévy process (
G
-SDEs) of the type
d
Y
t
=
f
(
t
,
Y
t
)
d
t
+
g
j
,
k
(
t
,
Y
t
)
d
〈
B
j
,
B
k
〉
t
+
...
Alternative Titles
Full title
Existence of solution for stochastic differential equations driven by G-Lévy process with discontinuous coefficients
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_bef683efda564250ad2df14069e798a1
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_bef683efda564250ad2df14069e798a1
Other Identifiers
ISSN
1687-1847,1687-1839
E-ISSN
1687-1847
DOI
10.1186/s13662-017-1242-y
