Stochastic continuity, irreducibility and non confluence for SDEs with jumps

arXiv1407.1658MaRDI QIDQ6252928FDOQ6252928

Publication date: 7 July 2014

Abstract: In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than those relevant conditions existing in the literature. We also provide an example to support our new conditions.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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