An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
classification
🧮 math.PR
keywords
jumpsconditiondifferentialequationspathwisestochasticuniquenessyamada-watanabe
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We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.
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