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arXiv:0906.1699 [math.PR]AbstractReferencesReviewsResources

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

Reinhard Hoepfner

Published 2009-06-09, updated 2009-10-12Version 3

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

Comments: 12 pages
Categories: math.PR
Subjects: 60J60, 60J75
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