A reversibility problem for Fleming-Viot processes.
Superprocesses with dependent spatial motion and general branching densities.
Strong solutions for stochastic differential equations with jumps
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada–Watanabe type. The results are applied to stochastic equations driven by spectrally positive Lévy processes.
Page 1