Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients

DOI10.1080/17442508.2019.1567729zbMath1500.60036arXiv1612.05875OpenAlexW2963347364MaRDI QIDQ5086436

Jiayu Zheng, Xiao-Wen Zhou, Jie Xiong

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05875

zbMATH Keywords

stochastic differential equationLévy processeslocal timeweak uniquenesspathwise uniquenesstime change

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes ⋮ Some explicit results on first exit times for a jump diffusion process involving semimartingale local time

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