Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients

被引：4

作者：

Gou, Zhun ^{[1
]}

Wang, Ming-hui ^{[1
]}

Huang, Nan-jing ^{[1
]}

机构：

[1] Sichuan Univ, Dept Math, Chengdu, Sichuan, Peoples R China

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2020年 / 92卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Jump-type stochastic differential equation; strong solution; non-explosive solution; non-confluent property; non-Lipschitz condition; BROWNIAN-MOTION; NON-CONFLUENCE; QUANTUM JUMPS; DRIVEN;

D O I：

10.1080/17442508.2019.1641092

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.

引用

页码：533 / 551

页数：19

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