A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations

DOI10.1214/21-ECP384zbMath1496.60047arXiv2010.11579OpenAlexW3140020089WikidataQ115240784 ScholiaQ115240784MaRDI QIDQ2064806

David Criens

Publication date: 6 January 2022

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

Full work available at URL: https://arxiv.org/abs/2010.11579

zbMATH Keywords

stochastic differential equationLévy processmartingale problemweak uniquenessstrong existencestrong uniquenessweak existenceYamada-Watanabe theoremjoint uniqueness

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

On a theorem by A.S. Cherny for semilinear stochastic partial differential equations

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