A Note on One-Dimensional Stochastic Equations
نویسندگان
چکیده
منابع مشابه
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We study stochastic equations Xt = x0 + ∫ t 0 b(u,Xu−) dZu, where Z is an one-dimensional symmetric stable process of index α with 0 < α ≤ 2, b : [0,∞) × IR → IR is a measurable diffusion coefficient, and x0 ∈ IR is the initial value. We give sufficient conditions for the existence of weak solutions. Our main results generalize results of P. A. Zanzotto [18] who dealt with homogeneous diffusion...
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ژورنال
عنوان ژورنال: Czechoslovak Mathematical Journal
سال: 2001
ISSN: 0011-4642,1572-9141
DOI: 10.1023/a:1013756627534