Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients

DOI10.1080/17442508.2019.1641092MaRDI QIDQ5086493zbMATH OpenOpenAlexFDO

Authors Zhun Gou, Minghui Wang, Nan-Jing Huang

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.02667

zbMATH Keywords

strong solutionnon-Lipschitz conditionjump-type stochastic differential equationnon-confluent propertynon-explosive solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Jump processes on general state spaces (60J76)

Abstract: In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.

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Cited in

(17)

• Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
• Strong solutions of jump-type stochastic equations
• Strong solutions of a class of stochastic differential equations with jumps
• Well-posedness of a system of SDEs driven by jump random measures
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• On strong solutions for positive definite jump diffusions
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• Existence of the solutions to jump-diffusion differential equations with non-Lipschitz coefficients
• Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
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