An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

DOI10.1214/ECP.V14-1499zbMath1189.60118arXiv0906.1699MaRDI QIDQ1038987

Reinhard Hoepfner

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.1699

zbMATH Keywords

pathwise uniquenessSDE with jumpsyamada-watanabe condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps

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