Stochastic equations of non-negative processes with jumps

DOI10.1016/j.spa.2009.11.005zbMath1184.60022arXiv0802.0933OpenAlexW2130776289MaRDI QIDQ2267518

Zongfei Fu, Zhenghu Li

Publication date: 1 March 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0933

zbMATH Keywords

comparison theoremimmigrationstrong solutionstochastic equationpathwise uniquenessnon-Lipschitz conditioncontinuous state branching process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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