Abstract
We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.
Citation
Reinhard Hoepfner. "An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps." Electron. Commun. Probab. 14 447 - 456, 2009. https://doi.org/10.1214/ECP.v14-1499
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