Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Probability
2019-07-08 v1
Abstract
In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.
Cite
@article{arxiv.1907.02667,
title = {Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients},
author = {Zhun Gou and Ming-hui Wang and Nan-jing Huang},
journal= {arXiv preprint arXiv:1907.02667},
year = {2019}
}
Comments
16 pages