| dc.date.accessioned | 2013-03-12T08:19:54Z | |
| dc.date.available | 2013-03-12T08:19:54Z | |
| dc.date.issued | 2004 | en_US |
| dc.date.submitted | 2009-11-26 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10601 | |
| dc.description.abstract | We present a method to study strong solutions of stochastic differential equations driven by Lévy processes, whose coefficients are admitted to be irregular. Furthermore we give explicit representations of solutions of such SDE's. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2004). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | On the Existence and Explicit Representability of Strong Solutions of Lévy Noise Driven SDE's with Irregular Coefficients | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2009-11-26 | en_US |
| dc.rights.holder | Copyright 2004 The Author(s) | |
| dc.creator.author | Meyer-Brandis, Thilo | en_US |
| dc.creator.author | Proske, Frank | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-23649 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 97400 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10601/1/pm06-04.pdf | |