Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients
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.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2014-06-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/vmsta-2014.1.1.6 |