Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients (Q486867): Difference between revisions
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Revision as of 22:30, 19 March 2024
scientific article
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English | Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients |
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Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients (English)
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16 January 2015
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stochastic differential equations
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non-Lipschitz coefficients
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Poisson measure
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uniqueness of solutions
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square integrable continuous vector martingales
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