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2009 An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
Reinhard Hoepfner
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Electron. Commun. Probab. 14: 447-456 (2009). DOI: 10.1214/ECP.v14-1499

Abstract

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

Citation

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Reinhard Hoepfner. "An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps." Electron. Commun. Probab. 14 447 - 456, 2009. https://doi.org/10.1214/ECP.v14-1499

Information

Accepted: 29 October 2009; Published: 2009
First available in Project Euclid: 6 June 2016

zbMATH: 1189.60118
MathSciNet: MR2559094
Digital Object Identifier: 10.1214/ECP.v14-1499

Subjects:
Primary: 60 J 60
Secondary: 60 J 75

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