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

被引：0

作者：

Hua Zhang

机构：

[1] Jiangxi University of Finance and Economics,School of Statistics and Data Science & Key Laboratory of Data Science in Finance and Economics

来源：

Acta Mathematicae Applicatae Sinica, English Series | 2024年 / 40卷

关键词：

reflected diffusion processes with jumps; pathwise uniqueness; local time; Meyer Itô’s formula; 60H10;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose proof are based on the technique of local time.

引用

页码：149 / 163

页数：14

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