Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure

DOI10.1090/S0094-9000-2010-00793-9zbMath1224.60156MaRDI QIDQ5391409

Yuliya S. Mishura, V. P. Zubchenko

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationweak solutionPoisson measureexistence and uniqueness of solutionnon-Lipschitz diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (2)

Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure ⋮ Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures

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