An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

Reinhard Hoepfner

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arXiv · 0906.1699

An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

Reinhard Hoepfner

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Abstract

We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.

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Reinhard Hoepfner. 2009-10-12. An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps. https://arxiv.org/abs/0906.1699

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