Abstract
We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift. This driving process is also known as a strictly $1$-stable process. In this paper, we study the pathwise uniqueness of the solution to the stochastic differential equations under a non-Lipschitz condition on the diffusion coefficient.
Acknowledgments
The author was supported by Foundation of Research Fellows, The Mathematical Society of Japan.
Citation
Hiroshi Tsukada. "Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift." Osaka J. Math. 58 (3) 671 - 684, July 2021.
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