Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes

DOI10.1080/17442508.2021.1914621zbMath1492.60178OpenAlexW3154240985WikidataQ115295060 ScholiaQ115295060MaRDI QIDQ5086900

Hiroshi Tsukada

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2021.1914621

zbMATH Keywords

Lévy processesstochastic differential equationspathwise uniqueness

Mathematics Subject Classification ID

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

Cites Work

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• Lévy Processes and Stochastic Calculus
• Time Change Representation of Stochastic Integrals
• Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
• Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes

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