Título: Strong solutions of jump-type stochastic equations
Autores: Li, Zenghu; Beijing Normal University
Pu, Fei; Beijing Normal University
Fecha: 2012-01-02
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article
Tema: Strong solution; jump-typestochastic equation; pathwise uniqueness; non-Lipschitz condition
60H20;60H10
Descripción: We establish the existence and uniqueness ofstrong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).
Idioma: Inglés

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