Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

DOI10.15559/VMSTA-2014.1.1.6zbMath1309.60061OpenAlexW2090610801MaRDI QIDQ486867

Grigori L. Kulinich, Svitlana V. Kushnirenko

Publication date: 16 January 2015

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/vmsta-2014.1.1.6

zbMATH Keywords

stochastic differential equationsPoisson measureuniqueness of solutionsnon-Lipschitz coefficientssquare integrable continuous vector martingales

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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