Drift reduction method for SDEs driven by inhomogeneous singular L{é}vy noise

Tadeusz Kulczycki, Oleksii Kulyk, Michał Ryznar

We study SDE $$d{X}_t=b(X_t)dt+A(X_{t-})d{Z}_t,X_0=x\in {\mathbb{R}}^d,t\ge 0$$ where $Z=(Z^1,\dots ,Z^d{)}^T$, with $Z^i,i=1,\dots ,d$ being indepen…