Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients
Volume 1, Issue 1 (2014), pp. 65–72
Pub. online: 27 June 2014
Type: Research Article
Open Access
Open Access
Received
7 October 2013
7 October 2013
Revised
25 May 2014
25 May 2014
Accepted
5 June 2014
5 June 2014
Published
27 June 2014
27 June 2014
Abstract
In the paper we establish strong uniqueness of solution of a system of stochastic differential equations with random non-Lipschitz coefficients that involve both the square integrable continuous vector martingales and centered and non-centered Poisson measures.
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