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

DOI10.1080/17442508.2019.1641092zbMATH Open1490.60160arXiv1907.02667OpenAlexW2964027459MaRDI QIDQ5086493FDOQ5086493

Authors: Zhun Gou, Minghui Wang, Nan-Jing Huang 

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

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.

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

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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)

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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
• Title not available (Why is that?)
• 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
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients
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• Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
• Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics
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• Stochastic equations of non-negative processes with jumps
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity

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