Strong solutions of a class of SDEs with jumps

2008/10/10 by Zhao, Juan
#60H10 (Secondary) #60H20 (Primary) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0810.1908

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.

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