Strong solutions for stochastic differential equations with jumps
classification
🧮 math.PR
keywords
equationsstochasticjumpssolutionsstrongappliedconditionscriteria
read the original abstract
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada-Watanabe type. The results are applied to stochastic equations driven by spectrally positive L\'evy processes.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.