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math.PR2018
Stochastic PDEs in for SDEs driven by Lévy noise
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this article we show that a finite dimensional stochastic differential equation driven by a Lévy process can be formulated as a stochastic partial differential equation. We prov…
math.PR2018
Parametric family of SDEs driven by Lévy noise
Suprio Bhar, Barun Sarkar
In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by Lévy noise. These SDEs occurs in connection with a cl…