Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps |
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Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (English)
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12 November 2021
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multi-dimensional jump-diffusion stochastic differential equations
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finite activity jumps
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discontinuous drift
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existence and uniqueness
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strong solutions
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