Strong solutions of a class of SDEs with jumps

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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.
Latex2e, 12pages

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Probability, 60H20 (Primary); 60H10 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/172883

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0810.1908
 http://arxiv.org/abs/0810.1908

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arXiv