Strong solutions of jump-type stochastic equations
Zenghu Li, Fei Pu
TL;DR
This paper proves the existence and uniqueness of strong solutions for certain jump-type stochastic equations under less restrictive conditions than previously known, advancing the mathematical understanding of such stochastic systems.
Contribution
It extends prior results by establishing strong solutions under non-Lipschitz conditions, improving the theoretical framework for jump-type stochastic equations.
Findings
Existence of strong solutions under non-Lipschitz conditions
Uniqueness of solutions in the jump-type stochastic equations
Improvement over previous results by Fu and Li (2010) and Li and Mytnik (2011)
Abstract
We establish the existence and uniqueness of strong 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).
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Taxonomy
TopicsNonlinear Differential Equations Analysis · Stochastic processes and financial applications · Stability and Controllability of Differential Equations