Existence and pathwise uniqueness of strong solutions for jump SDEs under non-Lipschitz conditions, together with a sufficient condition for non-confluence.
Bihari, A generalization of a lemma of Bellman and its application to u niqueness problems of differential equations, Acta Mathematica Hungarica , 7(1):81–94, 1956
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Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Existence and pathwise uniqueness of strong solutions for jump SDEs under non-Lipschitz conditions, together with a sufficient condition for non-confluence.