On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps

DOI10.1007/978-3-319-30417-5_8zbMath1401.60109arXiv1108.4016OpenAlexW1794632248MaRDI QIDQ4558895

Mohsine Benabdallah, Youssef Ouknine, Siham Bouhadou

Publication date: 30 November 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.4016

zbMATH Keywords

local timeTanaka formulapathwise uniquenesssemimartingale

Mathematics Subject Classification ID

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

Related Items (3)

On comparison theorem for optional SDEs via local times and applications ⋮ Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness ⋮ On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps

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