On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes
On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes
We consider a one-dimensional stochastic equation , , with respect to a symmetric stable process of index . It is shown that solving this equation is equivalent to solving of a 2-dimensional stochastic equation with respect to the semimartingale and corresponding matrix . In the case of we provide new …