Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes

DOI10.1007/s10959-009-0226-6zbMath1197.60054OpenAlexW1997358974MaRDI QIDQ966506

Thilo Meyer-Brandis, Frank Norbert Proske

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10507

zbMATH Keywords

Lévy processeswhite noise analysisstochastic differential equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Related Items

A class of Lévy driven SDEs and their explicit invariant measures ⋮ A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Asymptotic expansions for SDE's with small multiplicative noise ⋮ Construction of strong solutions of SDE's via Malliavin calculus ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise

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