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Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients
- Publication Year :
- 2016
-
Abstract
- We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise uniqueness holds based on the methods of weak uniqueness and local time technique.<br />Comment: 21 pages
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1612.05875
- Document Type :
- Working Paper