Yamada-Watanabe results for stochastic differential equations with jumps (Q274849): Difference between revisions
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Summary: Recently, \textit{T. G. Kurtz} [Electron. Commun. Probab. 19, Paper No. 58, 16 p. (2014; Zbl 1301.60035); Electron. J. Probab. 12, 951--965 (2007; Zbl 1157.60068)] obtained a general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations covering also the case of stochastic differential equations with jumps. Following the original method of \textit{T. Yamada} and \textit{S. Watanabe} [J. Math. Kyoto Univ. 11, 155--167 (1971; Zbl 0236.60037)], we give alternative proofs for the following two statements: pathwise uniqueness implies uniqueness in the sense of probability law, and weak existence together with pathwise uniqueness implies strong existence for stochastic differential equations with jumps. | |||
| Property / review text: Summary: Recently, \textit{T. G. Kurtz} [Electron. Commun. Probab. 19, Paper No. 58, 16 p. (2014; Zbl 1301.60035); Electron. J. Probab. 12, 951--965 (2007; Zbl 1157.60068)] obtained a general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations covering also the case of stochastic differential equations with jumps. Following the original method of \textit{T. Yamada} and \textit{S. Watanabe} [J. Math. Kyoto Univ. 11, 155--167 (1971; Zbl 0236.60037)], we give alternative proofs for the following two statements: pathwise uniqueness implies uniqueness in the sense of probability law, and weak existence together with pathwise uniqueness implies strong existence for stochastic differential equations with jumps. / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 6573013 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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jumps | |||
| Property / zbMATH Keywords: jumps / rank | |||
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| Property / zbMATH Keywords | |||
Yamada-Watanabe theorems | |||
| Property / zbMATH Keywords: Yamada-Watanabe theorems / rank | |||
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Revision as of 16:18, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Yamada-Watanabe results for stochastic differential equations with jumps |
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Yamada-Watanabe results for stochastic differential equations with jumps (English)
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25 April 2016
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Summary: Recently, \textit{T. G. Kurtz} [Electron. Commun. Probab. 19, Paper No. 58, 16 p. (2014; Zbl 1301.60035); Electron. J. Probab. 12, 951--965 (2007; Zbl 1157.60068)] obtained a general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations covering also the case of stochastic differential equations with jumps. Following the original method of \textit{T. Yamada} and \textit{S. Watanabe} [J. Math. Kyoto Univ. 11, 155--167 (1971; Zbl 0236.60037)], we give alternative proofs for the following two statements: pathwise uniqueness implies uniqueness in the sense of probability law, and weak existence together with pathwise uniqueness implies strong existence for stochastic differential equations with jumps.
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stochastic differential equations
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jumps
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Yamada-Watanabe theorems
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