Strong Solutions of a Class of Stochastic Differential Equations with Jumps

DOI10.1080/07362994.2010.503476zbMath1202.60115arXiv0810.1908OpenAlexW2056618599MaRDI QIDQ4932829

Juan Zhao

Publication date: 7 October 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.1908

zbMATH Keywords

existencestochastic equationsuniquenessstrong solutionjumpEuler approximationnon-Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic integral equations (60H20)

Related Items (2)

Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes ⋮ Long-term behavior of stochastic interest rate models with jumps and memory

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4151488 Sur l'approximation des solutions d'�quations diff�rentielles stochastiques]
• Convergence of discretized stochastic (interest rate) processes with stochastic drift term

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