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arxiv: 1707.05067 · v1 · pith:HW4YCH2Q · submitted 2017-07-17 · math.PR

Well-posedness for SDEs driven by different type of noises

Yueling Li , Longjie Xie , Yingchao Xie This is my paper

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classification math.PR
keywords drivenequationnoisepartialtypealphabrowniancoefficients
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We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate mixed type Kolmogorov equation.

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