{"title":"Lévy噪声驱动的SDE参数族","authors":"Suprio Bhar, Barun Sarkar","doi":"10.31390/COSA.12.2.04","DOIUrl":null,"url":null,"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].","PeriodicalId":53434,"journal":{"name":"Communications on Stochastic Analysis","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2018-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Parametric Family of SDEs Driven by Lévy Noise\",\"authors\":\"Suprio Bhar, Barun Sarkar\",\"doi\":\"10.31390/COSA.12.2.04\",\"DOIUrl\":null,\"url\":null,\"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].\",\"PeriodicalId\":53434,\"journal\":{\"name\":\"Communications on Stochastic Analysis\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-01-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications on Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31390/COSA.12.2.04\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications on Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/COSA.12.2.04","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Mathematics","Score":null,"Total":0}
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].
期刊介绍：
The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December). It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community. The journal welcomes articles of interdisciplinary nature. Expository articles of current interest will occasionally be published. COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS
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