Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes

DOI10.1080/07362994.2018.1541750zbMath1488.60153OpenAlexW2903256447MaRDI QIDQ5742549

Atsushi Takeuchi, Hiroshi Tsukada

Publication date: 15 May 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2018.1541750

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) Applications of stochastic analysis (to PDEs, etc.) (60H30) Jump processes on general state spaces (60J76)

Related Items (2)

Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes ⋮ Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift

Cites Work

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• Strong solutions of jump-type stochastic equations
• Theory of stochastic differential equations with jumps and applications.
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
• On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
• Strong solutions for stochastic differential equations with jumps
• Stochastic equations of non-negative processes with jumps
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
• On the uniqueness of solutions of stochastic differential equations
• Lévy Processes and Stochastic Calculus

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