Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Work
Year: 2019
Type: article
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 obta... more
Source: Stochastics
Authors Zhun Gou, Ming-hui Wang, Nan‐jing Huang
Institution Sichuan University
Cites: 32
Cited by: 3
Related to: 10
FWCI: 0.783
Citation percentile (by year/subfield): 49.82
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Grant IDS 11471230, 11671282