On one-dimensional stochastic differential equations driven by stable processes
- Cite this article as:
- Pragarauskas, H. & Zanzotto, P.A. Lith Math J (2000) 40: 277. doi:10.1007/BF02465137
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We consider the one-dimensional stochastic differential equation dXt=b(t, Xt−) dZt, whereZ is a symmetric α-stable Lévy process with α ε (1, 2] andb is a Borel function. We give sufficient conditions under which the equation has a weak nonexploding solution.