On uniqueness and existence of stochastic differential equations with non-Lipschitz coefficients and Levy noise
Date Issued
2007
Date
2007
Author(s)
Huang, Sheng-Yu
DOI
en-US
Abstract
In this paper, we devote our attention to
the relation of existence and uniqueness of stochastic differential equations
with L'evy noise. Especially, we shall be concerned with the pathwise
uniqueness of SDE with L'evy noises under non-Lipschitzian coefficients. We
also describe, do and compare some of the resent work on pathwise uniqueness
on stochastic differential equations with symmetric alpha-stable process,
1alpha<2.
Subjects
Levy過程
Levy型隨機微分方程
pathwise uniqueness
Levy process
SDE driven by Levy process
Type
thesis
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