Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients
Анотація
In the paper we establish strong uniqueness of solution of a system of stochastic differential equations with random non-Lipschitz coefficients that involve both the square integrable continuous vector martingales and centered and non-centered Poisson measures.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
PRV property of functions and the asymptotic behaviour of solutions of stochastic differential equations
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations
Stability of stochastic dynamic systems of a random structure with Markov switching in the presence of concentration points
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations
Quasi-linear stochastic differential equations with a fractional Brownian component
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations
The first integrals for systems of stochastic differential equations with jumps
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations
Asymptotic behavior of solutions of stochastic functional-differential equations with Poisson switchings
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations
Linearization of controlled stochastic evolution systems in a Hilbert space
Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations