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Stochastic equations with discontinuous jump functions
Siberian Advances in Mathematics Pub Date : 2017-11-24 , DOI: 10.3103/s1055134417040046
A. V. Logachov , S. Ya. Makhno

In the present article, we consider a stochastic differential equation that contains an integral with respect to a Poisson measure but avoids the diffusion term. The integrand need not be continuous. We introduce a definition of a solution and prove the existence and uniqueness theorems.

中文翻译:

具有不连续跳跃函数的随机方程

在本文中,我们考虑一个随机微分方程,该方程包含关于泊松测度的积分,但避免了扩散项。被积体不必是连续的。我们介绍一个解决方案的定义,并证明存在性和唯一性定理。
更新日期:2017-11-24
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