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

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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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