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An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps. (English) Zbl 1189.60118

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

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60 Diffusion processes
60J75 Jump processes (MSC2010)
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