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Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (1907.02667v1)
Published 5 Jul 2019 in math.PR
Abstract: In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent property of strong solutions of jump-type stochastic differential equations. Moreover, some examples are given to illustrate our results.
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