A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

@article{Majka2016ANO,
  title={A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift},
  author={Mateusz B. Majka},
  journal={arXiv: Probability},
  year={2016}
}
  • Mateusz B. Majka
  • Published 2016
  • Mathematics
  • arXiv: Probability
  • We extend some methods developed by Albeverio, Brze\'{z}niak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz condition on the drift (also known as a monotonicity condition) and a local Lipschitz condition on the diffusion and jump coefficients, while an additional global one-sided linear growth assumption is satisfied. Then we use these methods to prove existence of… CONTINUE READING
    3 Citations

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