Strong solutions of a class of SDEs with jumps

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dc.creatorZhao, Juan
dc.date2008-10-10
dc.date2008-11-03
dc.date.accessioned2026-07-07T10:14:27Z
dc.date.available2026-07-07T10:14:27Z
dc.descriptionWe 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.
dc.descriptionLatex2e, 12pages
dc.identifierhttps://arxiv.org/abs/0810.1908
dc.identifierhttp://arxiv.org/abs/0810.1908
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/172883
dc.subjectProbability
dc.subject60H20 (Primary); 60H10 (Secondary)
dc.titleStrong solutions of a class of SDEs with jumps
dc.typetext

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