Mathematics – Probability
Scientific paper
2009-10-06
Mathematics
Probability
16 pages
Scientific paper
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.
Li Zenghu
Mytnik Leonid
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