Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes
DOI10.1080/17442508.2021.1914621zbMATH Open1492.60178OpenAlexW3154240985WikidataQ115295060 ScholiaQ115295060MaRDI QIDQ5086900FDOQ5086900
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
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Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
- Lévy Processes and Stochastic Calculus
- Title not available (Why is that?)
- On the uniqueness of solutions of stochastic differential equations
- Title not available (Why is that?)
- Theory of stochastic differential equations with jumps and applications.
- Strong solutions for stochastic differential equations with jumps
- Strong solutions of jump-type stochastic equations
- Time Change Representation of Stochastic Integrals
- Stochastic equations of non-negative processes with jumps
- On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
- Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
- Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
- Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift
- Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes
Cited In (5)
- 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
- Path-wise solutions of stochastic differential equations driven by Lévy processes
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