Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

DOI10.15559/VMSTA-2014.1.1.6MaRDI QIDQ486867zbMATH OpenOpenAlexFDO

Authors G. L. Kulinich, Svitlana Kushnirenko

Publication date 16 January 2015

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15559/vmsta-2014.1.1.6

zbMATH Keywords

stochastic differential equationsuniqueness of solutionsPoisson measurenon-Lipschitz coefficientssquare integrable continuous vector martingales

Mathematics Subject Classification ID

Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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Cited in

(14)

• scientific article; zbMATH DE number 3846601 (Why is no real title available?)
• Strong solutions of a class of stochastic differential equations with jumps
• On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift
• Well-posedness of a system of SDEs driven by jump random measures
• scientific article; zbMATH DE number 1349132 (Why is no real title available?)
• Stochastic differential equation in a random environment
• Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
• Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures
• Kim and Omberg revisited: the duality approach
• Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
• scientific article; zbMATH DE number 6310510 (Why is no real title available?)
• HJB equations with gradient constraint associated with controlled jump-diffusion processes
• A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
• Pathwise uniqueness for an SPDE with jumps and non-Lipschitz coefficients

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