Work

Strong solutions of jump-type stochastic equations

Year: 2012

Type: article

Abstract: We establish the existence and uniqueness ofstrong 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).

Source: Electronic Communications in Probability

DOI: 10.1214/ecp.v17-1915

Authors: Zenghu Li, Fei Pu

Institution: Beijing Normal University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $675

Funders: National Natural Science Foundation of China, National Key Research and Development Program of China

Awards: G1828425977, G2026513648, G6183361212, G6305344817, G8921246814

OpenAlex ID: W2038580366

FWCI: 4.77

Cites: 21

Cited by: 49

Related to: 10