Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients

DOI10.1080/17442508.2017.1421195zbMath1498.60208arXiv1605.05498OpenAlexW2964244387MaRDI QIDQ5086446

Yuchao Dong

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.05498

zbMATH Keywords

comparison principlepathwise uniquenessnon-explosionjump stochastic differential equationsnon-contact propertysuperlinear and non-Lipschitz condition

Mathematics Subject Classification ID

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

Related Items (2)

Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity ⋮ A general continuous-state nonlinear branching process

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• Lévy Processes and Stochastic Calculus

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