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 Electronic Communications in Probability > Vol. 14 (2009) > Paper 43 open journal systems 


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

Reinhard Hoepfner, Johannes Gutenberg Universitaet Mainz


Abstract
We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.


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Pages: 447-456

Published on: October 29, 2009
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Electronic Communications in Probability. ISSN: 1083-589X