On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps

DOI10.1007/s10255-024-1105-8OpenAlexW4390521757MaRDI QIDQ6178521

Hua Zhang

Publication date: 16 January 2024

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-024-1105-8

zbMATH Keywords

local timepathwise uniquenessreflected diffusion processes with jumpsMeyer Itô's formula

Mathematics Subject Classification ID

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

Cites Work

• The optimal control problem associated with multi-valued stochastic differential equations with jumps
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
• On approximation of solutions of multidimensional SDE's with reflecting boundary conditions
• On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
• Stochastic variational inequalities with jumps
• Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes
• Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients
• Lévy Processes and Stochastic Calculus
• On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps
• On Stochastic Differential Equations with Reflecting Boundary Condition in Convex Domains
• ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS

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