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arXiv:1205.1085 [math.PR]AbstractReferencesReviewsResources

Strong solutions of jump-type stochastic equations

Zenghu Li, Fei Pu

Published 2012-05-05Version 1

We establish the existence and uniqueness of strong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).

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