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
|
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 |