REAL

Yamada-Watanabe results for stochastic differential equations with jumps

Barczy, Mátyás and Zenghu, Li and Pap, Gyula (2015) Yamada-Watanabe results for stochastic differential equations with jumps. INTERNATIONAL JOURNAL OF STOCHASTIC ANALYSIS, 2015. ISSN 2090-3332

[img]
Preview
Text
1312.4485.pdf
Available under License Creative Commons Attribution.

Download (441kB) | Preview

Abstract

Recently, Kurtz (2007, 2014) obtained a general version of the Yamada–Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations covering also the case of stochastic differential equations with jumps. Following the original method of Yamada and Watanabe (1971), we give alternative proofs for the following two statements: pathwise uniqueness implies uniqueness in the sense of probability law, and weak existence together with pathwise uniqueness imply strong existence for stochastic differential equations with jumps.

Item Type: Article
Subjects: Q Science / természettudomány > QA Mathematics / matematika
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 10 Oct 2023 14:49
Last Modified: 10 Oct 2023 14:49
URI: http://real.mtak.hu/id/eprint/176453

Actions (login required)

Edit Item Edit Item