On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
From MaRDI portal
Publication:1838768
DOI10.3792/pjaa.58.353zbMath0511.60057OpenAlexW2059277467MaRDI QIDQ1838768
Publication date: 1982
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.58.353
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Related Items (24)
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient ⋮ Transport distances for PDEs: the coupling method ⋮ Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients ⋮ Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients ⋮ Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes ⋮ Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness ⋮ On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes ⋮ Strong solutions for stochastic differential equations with jumps ⋮ Stochastic equations with discontinuous jump functions ⋮ On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients ⋮ \(L^{\alpha -1}\) distance between two one-dimensional stochastic differential equations driven by a symmetric \(\alpha \)-stable process ⋮ Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift ⋮ Supercritical SDEs driven by multiplicative stable-like Lévy processes ⋮ Hitting properties and non-uniqueness for SDEs driven by stable processes ⋮ Stochastic differential equations driven by stable processes for which pathwise uniqueness fails ⋮ Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes ⋮ Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances ⋮ Ergodicity for time-changed symmetric stable processes ⋮ Tanaka formula for strictly stable processes ⋮ Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients ⋮ The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$ ⋮ Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients ⋮ Hölder continuity of semigroups for time changed symmetric stable processes ⋮ Systems of equations driven by stable processes
Cites Work
This page was built for publication: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type