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arXiv:0910.0950 [math.PR]AbstractReferencesReviewsResources

Strong solutions for stochastic differential equations with jumps

Zenghu Li, Leonid Mytnik

Published 2009-10-06, updated 2010-08-02Version 2

General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada-Watanabe type. The results are applied to stochastic equations driven by spectrally positive L\'evy processes.

Comments: 16 pages
Categories: math.PR
Subjects: 60H10, 60H20
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