Existence and pathwise uniqueness of strong solutions for jump SDEs under non-Lipschitz conditions, together with a sufficient condition for non-confluence.
´Emery, Non confluence des solutions d’une equation stochastique lip schitzienne, In S´ eminaire de Probabilit´ es XV 1979/80, pages 587–589
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.