Nonnegative bounded-variation diffusion coefficients with jumps are shown to yield a unique solution for Holder-driven SDEs via the inverse of the integrated reciprocal diffusion.
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Stochastic Differential Equations with Discontinuous Diffusions
Nonnegative bounded-variation diffusion coefficients with jumps are shown to yield a unique solution for Holder-driven SDEs via the inverse of the integrated reciprocal diffusion.