Strong solutions for stochastic differential equations with jumps

DOI10.1214/10-AIHP389zbMath1273.60070arXiv0910.0950MaRDI QIDQ1944669

Leonid Mytnik, Zhenghu Li

Publication date: 26 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/0910.0950

zbMATH Keywords

strong solutionstochastic equationpathwise uniquenessnon-Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Related Items (30)

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Cites Work

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• Theory of stochastic differential equations with jumps and applications.
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
• Stochastic equations of non-negative processes with jumps
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
• On the uniqueness of solutions of stochastic differential equations
• One Dimensional Stochastic Differential Equations with No Strong Solution

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