On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps
From MaRDI portal
Publication:4558895
DOI10.1007/978-3-319-30417-5_8zbMath1401.60109arXiv1108.4016OpenAlexW1794632248MaRDI QIDQ4558895
Mohsine Benabdallah, Youssef Ouknine, Siham Bouhadou
Publication date: 30 November 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.4016
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Related Items
On comparison theorem for optional SDEs via local times and applications, Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness, On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic equations, flows and measure-valued processes
- Stochastic differential equations with singular drift
- Stochastic differential equations with jumps
- Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
- Processes of normal inverse Gaussian type
- Stochastic equations of non-negative processes with jumps
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
- One-dimensional stochastic differential equations involving a singular increasing process
- Fonctions de semimartingales et applications aux equations differentielles stochastiques
- Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)
- Généralisation d'un lemme de s. nakao et applications
- Financial Modelling with Jump Processes
