On Strong Solutions of Itô Stochastic Equations with Jumps

DOI10.1137/1132019zbMath0658.60087OpenAlexW2011524501MaRDI QIDQ3806497

Alexander Yu. Veretennikov

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/1132019

zbMATH Keywords

existence and uniqueness of a strong solutionPoisson random measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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