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Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Stochastics ( IF 0.8 ) Pub Date : 2019-07-09 , DOI: 10.1080/17442508.2019.1641092
Zhun Gou 1 , Ming-hui Wang 1 , Nan-jing Huang 1
Affiliation  

In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.



中文翻译:

具有非Lipschitz系数的跳跃型随机微分方程的强解

本文研究了非Lipschitz条件下跳跃型随机微分方程强解的存在性和路径唯一性。为确保跳跃型随机微分方程的强解的非收敛性,获得了充分的条件。此外,给出了一些例子来说明我们的结果。

更新日期:2019-07-09
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