Displaying similar documents to “Pathwise uniqueness and approximation of solutions of stochastic differential equations”

Strong solutions for stochastic differential equations with jumps

Zenghu Li, Leonid Mytnik (2011)

Annales de l'I.H.P. Probabilités et statistiques

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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.

On stochastic differential equations with locally unbounded drift

István Gyöngy, Teresa Martínez (2001)

Czechoslovak Mathematical Journal

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We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.