Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes

DOI10.1080/17442508.2021.1914621MaRDI QIDQ5086900zbMATH OpenOpenAlexWikidataFDO

Authors Hiroshi Tsukada

Publication date 8 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2021.1914621

zbMATH Keywords

stochastic differential equationspathwise uniquenessLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 2046384 (Why is no real title available?)
• Lévy Processes and Stochastic Calculus
• On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
• On the uniqueness of solutions of stochastic differential equations
• Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
• Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
• Stochastic equations of non-negative processes with jumps
• Strong solutions for stochastic differential equations with jumps
• Strong solutions of jump-type stochastic equations
• Theory of stochastic differential equations with jumps and applications.
• Time Change Representation of Stochastic Integrals
• Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients

Cited in

(5)

• Path-wise solutions of stochastic differential equations driven by Lévy processes
• Pathwise uniqueness for stochastic differential equations driven by pure jump processes
• On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains
• Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes
• Davie's type uniqueness for a class of SDEs with jumps

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