An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

Details An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

2009-06-09

arxiv.org/abs/0906.1699v3

Mathematics

Probability

12 pages

Scientific paper

We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic
differential equations with jumps, in the special case where small jumps are
summable.

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