# name
Anticipating linear stochastic differential equations driven by a Lévy process

# metadata.dc.description.abstract[].value
In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].

# metadata.dc.publisher[].value
Institute of Mathematical Statistics (IMS) and the Bernoulli Society for Mathematical Statistics and Probability

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Electronic Journal of Probability, 2012, vol. 17, num. 89, p. 1-26

# metadata.dc.rights[].value
cc-by (c) León, J. A. (León Vázquez, Jorge A.) et al., 2012

# metadata.dc.source[].value
Articles publicats en revistes (Matemàtiques i Informàtica)

# metadata.dc.title[].value
Anticipating linear stochastic differential equations driven by a Lévy process