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Finite Explosion for One-dimensional Lévy Driven SDEs and its Application to SPDEs
This paper addresses finite-time explosion of one-dimensional stochastic differential equations (SDEs) driven by pure-jump Lévy processes \[ X_{t}^{x}=x-\int_{0}^{t}b(X_{s}^{x})\,\dd s+L_{t}, \] where the drift coefficient $b$ is locally Lipschitz continuous, and $(L_t)_{t\ge0}$ is a pure jump Lévy
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