Well-posedness of a system of SDEs driven by jump random measures

DOI10.1142/s0219493723500284arXiv2102.03918MaRDI QIDQ6051211

Ying Jiao, Nikolaos Kolliopoulos

Publication date: 19 September 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.03918

zbMATH Keywords

comparison theoremwell-posednessnon-LipschitzLevy measuresjump SDEssystem of SDEsjump random measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Random measures (60G57) Jump processes on general state spaces (60J76)

Related Items (1)

Propagation of chaos for maxima of particle systems with mean-field drift interaction

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