arXiv:1205.1085 [math.PR]AbstractReferencesReviewsResources
Strong solutions of jump-type stochastic equations
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).
Comments: 14 pages
Categories: math.PR
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