An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

Reinhard Hoepfner (Johannes Gutenberg Universitaet Mainz)

Abstract


We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.

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Pages: 447-456

Publication Date: October 29, 2009

DOI: 10.1214/ECP.v14-1499

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