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arXiv · 1907.02667

Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients

Zhun Gou·Ming-hui Wang·Nan-jing Huang
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Abstract

In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.

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Zhun Gou, Ming-hui Wang, Nan-jing Huang. 2019-07-05. Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients. https://doi.org/10.1080/17442508%2F2019.1641092

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