An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.

Hoepfner, Reinhard

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 447-456
  • ISSN: 1083-589X

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Hoepfner, Reinhard. "An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.." Electronic Communications in Probability [electronic only] 14 (2009): 447-456. <http://eudml.org/doc/225311>.

@article{Hoepfner2009,
author = {Hoepfner, Reinhard},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {SDE with jumps; pathwise uniqueness; yamada-watanabe condition},
language = {eng},
pages = {447-456},
publisher = {University of Washington},
title = {An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.},
url = {http://eudml.org/doc/225311},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Hoepfner, Reinhard
TI - An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 447
EP - 456
LA - eng
KW - SDE with jumps; pathwise uniqueness; yamada-watanabe condition
UR - http://eudml.org/doc/225311
ER -

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