Strong solutions of jump-type stochastic equations
Probability
2012-05-08 v1
Abstract
We establish the existence and uniqueness of strong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).
Cite
@article{arxiv.1205.1085,
title = {Strong solutions of jump-type stochastic equations},
author = {Zenghu Li and Fei Pu},
journal= {arXiv preprint arXiv:1205.1085},
year = {2012}
}
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14 pages
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