Stochastic continuity, irreducibility and non confluence for SDEs with jumps

2014/07/07 by Guangqiang Lan, Lan, Guangqiang, Jiang-Lun Wu +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · #60H10 #Economic theories and models #FOS: Mathematics #Optimization and Variational Analysis #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1407.1658

openalex publication_date 2014/07/07 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than those relevant conditions existing in the literature. We also provide an example to support our new conditions.

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