On the Uniqueness of a Solution to a Stochastic Differential Equation with Driving Martingale and Random Measure

DOI10.1137/1130020zbMath0657.60076OpenAlexW2082624970WikidataQ115247004 ScholiaQ115247004MaRDI QIDQ3805573

V. A. Lebedev

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130020

zbMATH Keywords

locally finite variationstrong pathwise uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Random measures (60G57)

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