Strong solutions for stochastic differential equations with jumps
71 citations recorded by the source corpus.
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada-Watanabe type. The results are applied to stochastic equations driven by spectrally positive L\'evy processes.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/b0c333764520ed00a42b2f5376c14352a368ae97
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In Applied Mathematics
In Finance
In Mathematical Physics
Citations in the corpus
- Strong solutions of jump-type stochastic equations (2012, background): “The results improve those in [11, 15] and can be applied to equations like (1.”