Strong solutions of jump-type stochastic equations

DOI10.1214/ECP.V17-1915MaRDI QIDQ456260zbMATH OpenFDO

Authors Fei Pu, Zenghu Li

Publication date 23 October 2012

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.1085

zbMATH Keywords

jump-type stochastic equationnon-Lipschitz conditionpathwise uniquenessstrong solution

Mathematics Subject Classification ID

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

Abstract: We establish the existence and uniqueness of strong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).

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