Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures

DOI10.1016/J.SPL.2019.02.010MaRDI QIDQ2322602zbMATH OpenOpenAlexWikidataFDO

Authors Chen Wang, Tu-Sheng Zhang

Publication date 5 September 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2019.02.010

zbMATH Keywords

Gronwall lemmanon-explosionnon-Lipschitz coefficientspathwise uniqueness

Mathematics Subject Classification ID

Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 894469 (Why is no real title available?)
• Stochastic differential equations. An introduction with applications.

Cited in

(4)

• Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions
• Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
• Pathwise uniqueness for an SPDE with jumps and non-Lipschitz coefficients
• Well-posedness of a system of SDEs driven by jump random measures

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