Strong solutions for stochastic differential equations with jumps

@inproceedings{Lia2011StrongSF,
  title={Strong solutions for stochastic differential equations with jumps},
  author={Zenghu Lia and Leonid Mytnikb},
  year={2011}
}
  • Zenghu Lia, Leonid Mytnikb
  • Published 2011
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 Lévy processes. Résumé. Nous étudions des équations stochastiques générales avec sauts et proposons un critère qui garantit l’existence et l’unicité de solutions fortes sous des conditions de régularité de type Yamada–Watanabe. Les r… CONTINUE READING