Stochastic equations of non-negative processes with jumps

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dc.creatorFu, Zongfei
dc.creatorLi, Zenghu
dc.date2008-02-07
dc.date.accessioned2026-07-07T09:19:15Z
dc.date.available2026-07-07T09:19:15Z
dc.descriptionWe study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under suitable conditions. The results are applied to stochastic equations driven by one-sided Levy processes and those of continuous state branching processes with immigration.
dc.identifierhttps://arxiv.org/abs/0802.0933
dc.identifierhttp://arxiv.org/abs/0802.0933
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154319
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60H20, 60H10
dc.titleStochastic equations of non-negative processes with jumps
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