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arXiv:0810.1908 [math.PR]AbstractReferencesReviewsResources

Strong solutions of a class of SDEs with jumps

Juan Zhao

Published 2008-10-10, updated 2008-11-03Version 2

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.

Comments: Latex2e, 12pages
Categories: math.PR
Subjects: 60H20, 60H10
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