Yamada-Watanabe results for stochastic differential equations with jumps (Q274849)
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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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