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arxiv: 1612.05875 · v3 · pith:H4NPPMW3new · submitted 2016-12-18 · 🧮 math.PR

Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients

classification 🧮 math.PR
keywords uniquenesscoefficientsdifferentialdrivenlevystochasticbrownianconditions
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We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise uniqueness holds based on the methods of weak uniqueness and local time technique.

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