Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure (Q5391409)
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scientific article; zbMATH DE number 5875197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure |
scientific article; zbMATH DE number 5875197 |
Statements
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure (English)
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6 April 2011
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stochastic differential equation
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non-Lipschitz diffusion
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Poisson measure
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weak solution
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existence and uniqueness of solution
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