On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

DOI10.1214/11-AIHP420zbMath1273.60069arXiv1011.0532OpenAlexW2963017773MaRDI QIDQ1943323

Nicolas Fournier

Publication date: 19 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.0532

zbMATH Keywords

stable processesstochastic differential equations with jumps

Mathematics Subject Classification ID

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Cites Work

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• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
• Strong solutions for stochastic differential equations with jumps
• Stochastic equations of non-negative processes with jumps
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails

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