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Strong solutions of jump-type stochastic equations


 
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1. Title Title of document Strong solutions of jump-type stochastic equations
 
2. Creator Author's name, affiliation, country Zenghu Li; Beijing Normal University; China
 
2. Creator Author's name, affiliation, country Fei Pu; Beijing Normal University; China
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Strong solution; jump-typestochastic equation; pathwise uniqueness; non-Lipschitz condition
 
3. Subject Subject classification 60H20;60H10
 
4. Description 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).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2012-07-28
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1915
 
10. Identifier Digital Object Identifier 10.1214/ECP.v17-1915
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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