Strong solutions of a class of SDEs with jumps

Details Strong solutions of a class of SDEs with jumps Strong solutions of a class of SDEs with jumps

2008-10-10

arxiv.org/abs/0810.1908v2

Mathematics

Probability

Latex2e, 12pages

Scientific paper

We study a class of stochastic integral equations with jumps under
non-Lipschitz conditions. We use the method of Euler approximations to obtain
the existence of the solution and give some sufficient conditions for the
strong uniqueness.

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