Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
Анотація
The existence and uniqueness of a solution of a stochastic differential equation with a non-Lipschitz diffusion for cases of both centered and non-centered Poisson measures is proved. We prove that the pathwise uniqueness of a solution and the existence of a weak solution imply the existence of a strong solution for such equations.
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