Strong solutions for stochastic differential equations with jumps

2009/10/06 by Li, Zenghu, Mytnik, Leonid · 1 citation
#60H10 #60H20 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0910.0950

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 Lévy processes.

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• Extinction, explosion and contraction for time-inhomogeneous SDEs with jumps

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