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2012 Strong solutions of jump-type stochastic equations
Zenghu Li, Fei Pu
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Electron. Commun. Probab. 17: 1-13 (2012). DOI: 10.1214/ECP.v17-1915

Abstract

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).

Citation

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Zenghu Li. Fei Pu. "Strong solutions of jump-type stochastic equations." Electron. Commun. Probab. 17 1 - 13, 2012. https://doi.org/10.1214/ECP.v17-1915

Information

Accepted: 28 July 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1260.60132
MathSciNet: MR2965746
Digital Object Identifier: 10.1214/ECP.v17-1915

Subjects:
Primary: 60H20
Secondary: 60H10

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