Existence and pathwise uniqueness of strong solutions for jump SDEs under non-Lipschitz conditions, together with a sufficient condition for non-confluence.
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
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abstract
We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.
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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.