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arxiv: 1205.1085 · v1 · pith:G3L2RPTPnew · submitted 2012-05-05 · 🧮 math.PR

Strong solutions of jump-type stochastic equations

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keywords equationsjump-typesolutionsstochasticstrongconditionsestablishexistence
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We establish the existence and uniqueness of strong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).

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