Strong solutions of a class of SDEs with jumps
Probability
2008-11-03 v2
Abstract
We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness.
Keywords
Cite
@article{arxiv.0810.1908,
title = {Strong solutions of a class of SDEs with jumps},
author = {Juan Zhao},
journal= {arXiv preprint arXiv:0810.1908},
year = {2008}
}
Comments
Latex2e, 12pages