Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
Zubchenko, V. P., Mishura, Yu. S.Volume:
80
Year:
2010
Language:
english
Journal:
Theory of Probability and Mathematical Statistics
DOI:
10.1090/s0094-9000-2010-00793-9
File:
PDF, 486 KB
english, 2010