Path-wise solutions of stochastic differential equations driven by Lévy processes.
In this paper we show that a path-wise solution to the following integral equation Yt = ∫0 t f(Yt) dXt, Y0 = a ∈ Rd, exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. We...