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Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients - MaRDI portal

Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (Q5086493)

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scientific article; zbMATH DE number 7553642
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Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
scientific article; zbMATH DE number 7553642

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    Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (English)
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    5 July 2022
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    jump-type stochastic differential equation
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    strong solution
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    non-explosive solution
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    non-confluent property
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    non-Lipschitz condition
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