Strong solutions for stochastic differential equations with jumps
Probability
2010-08-04 v2
Abstract
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 L\'evy processes.
Cite
@article{arxiv.0910.0950,
title = {Strong solutions for stochastic differential equations with jumps},
author = {Zenghu Li and Leonid Mytnik},
journal= {arXiv preprint arXiv:0910.0950},
year = {2010}
}
Comments
16 pages