How to cite item

Strong solutions of jump-type stochastic equations

   
@article{ECP1915,
	author = {Zenghu Li and Fei Pu},
	title = {Strong solutions of jump-type stochastic equations},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {17},
	year = {2012},
	keywords = {Strong solution; jump-typestochastic equation; pathwise uniqueness; non-Lipschitz condition},
	abstract = {We establish the existence and uniqueness ofstrong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Fu and Li (2010) and Li and Mytnik (2011).},
	pages = {no. 33, 1-13},
	issn = {1083-589X},
	doi = {10.1214/ECP.v17-1915},    
        url = {http://ecp.ejpecp.org/article/view/1915}}