Let $(L_t) _ {t\geq 0} $ be a $ k $-dimensional Lévy process and $\sigma:\mathbb {R}^
d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …

We study the stochastic differential equation d X t= A (X t−) d Z t, X 0= x, where Z t=(Z t (1),…,
Z t (d)) T and Z t (1),…, Z t (d) are independent one-dimensional Lévy processes with …

We study the strong solutions for a class of one-dimensional stochastic differential equations
driven by a Brownian motion and a pure jump Lévy process. Under fairly general conditions …

In this study, we investigate the convergence behavior as α→ 2 of the solutions to stochastic
differential equations (SDEs) with Lipschitz and Hölder drifts, and driven by α-stable Lévy …

Consider the following stochastic differential equation (SDE) d X t= b (t, X t−) d t+ d L t, X 0=
x, driven by a d-dimensional Lévy process (L t) t≥ 0. We establish conditions on the Lévy …

We study the Euler scheme for a stochastic differential equation driven by a Lévy process Y.
More precisely, we look at the asymptotic behavior of the normalized error process un (X n …

In this paper, we study the following time-dependent stochastic differential equation (SDE) in
$\mathbb {R}^ d $:\begin {equation*}\mathrm {d} X_ {t}=\sigma (t, X_ {t-})\mathrm {d} Z_t+ b (t …

In this paper, we study the following stochastic differential equation (SDE) in Rd: dXt= dZt+ b
(t, Xt) dt, X0= x, where Z is a Lévy process. We show that for a large class of Lévy processes …

We consider the stochastic differential equation dXt= b (Xt) dt+ dLt, where the drift b is a
generalized function and L is a symmetric one dimensional α-stable Lévy processes, α∈(1 …

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