A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
DOI10.1214/21-ECP384zbMath1496.60047arXiv2010.11579OpenAlexW3140020089WikidataQ115240784 ScholiaQ115240784MaRDI QIDQ2064806
Publication date: 6 January 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.11579
stochastic differential equationLévy processmartingale problemweak uniquenessstrong existencestrong uniquenessweak existenceYamada-Watanabe theoremjoint uniqueness
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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Cites Work
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