Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps

DOI10.1016/j.spl.2021.109072zbMath1482.60080arXiv2010.01955OpenAlexW3089503285MaRDI QIDQ2244427

Fanhui Xu, Paweł Przybyłowicz, Michaela Szölgyenyi

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.01955

zbMATH Keywords

strong solutionsexistence and uniquenessdiscontinuous driftfinite activity jumpsmulti-dimensional jump-diffusion stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (4)

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