Strong solutions of jump-type stochastic equations

Zenghu Li; Fei Pu

doi:10.1214/ECP.v17-1915

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Home > Journals > Electron. Commun. Probab. > Volume 17 > Article

2012 Strong solutions of jump-type stochastic equations

Zenghu Li, Fei Pu

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Zenghu Li,¹ Fei Pu¹
¹Beijing Normal University

Electron. Commun. Probab. 17: 1-13 (2012). DOI: 10.1214/ECP.v17-1915

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Abstract

We establish the existence and uniqueness ofstrong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).

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Zenghu Li. Fei Pu. "Strong solutions of jump-type stochastic equations." Electron. Commun. Probab. 17 1 - 13, 2012. https://doi.org/10.1214/ECP.v17-1915

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Accepted: 28 July 2012; Published: 2012

First available in Project Euclid: 7 June 2016

zbMATH: 1260.60132

MathSciNet: MR2965746

Digital Object Identifier: 10.1214/ECP.v17-1915

Subjects:

Primary: 60H20

Secondary: 60H10

Keywords: jump-typestochastic equation , Non-Lipschitz condition , Pathwise uniqueness , Strong solution

Rights: Creative Commons Attribution 3.0 License

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Vol.17 • 2012

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Zenghu Li, Fei Pu "Strong solutions of jump-type stochastic equations," Electronic Communications in Probability, Electron. Commun. Probab. 17(none), 1-13, (2012)

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