On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps

被引：1

作者：

Benabdallah, Mohsine ^{[1
]}

Bouhadou, Siham ^{[2
]}

Ouknine, Youssef ^{[2
]}

机构：

[1] Ibn Tofail Univ, Dept Math, BP 133, Kenitra, Morocco

[2] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, LIBMA Lab, PBO 2390, Marrakech, Morocco

来源：

STATISTICAL METHODS AND APPLICATIONS IN INSURANCE AND FINANCE | 2016年 / 158卷

关键词：

Semimartingale; Local time; Tanaka formula; Pathwise uniqueness; LOCAL-TIMES;

D O I：

10.1007/978-3-319-30417-5_8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove newresults on pathwise uniqueness and comparison theorems. Our approach are very easy to handled. Similar equations without jumps were studied in the same context by [10, 15] and others authors.

引用

页码：193 / 210

页数：18

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