Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients

DOI10.1080/17442508.2019.1641092zbMath1490.60160arXiv1907.02667OpenAlexW2964027459MaRDI QIDQ5086493

Zhun Gou, Nan-Jing Huang, Ming-hui Wang

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.02667

zbMATH Keywords

strong solutionnon-Lipschitz conditionjump-type stochastic differential equationnon-confluent propertynon-explosive solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Jump processes on general state spaces (60J76)

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