Davie's type uniqueness for a class of SDEs with jumps

DOI10.1214/16-AIHP818zbMath1391.60143arXiv1509.07448MaRDI QIDQ1650113

Enrico Priola

Publication date: 29 June 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.07448

zbMATH Keywords

Lévy processesstochastic differential equationsHölder continuous driftpath-by-path uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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