PATHWISE UNIQUENESS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY CAUCHY PROCESSES WITH DRIFT
| Autor: | Tsukada, Hiroshi |
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| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | Osaka Journal of Mathematics. 58(3):671-684 |
| ISSN: | 0030-6126 |
| Popis: | We consider one-dimensional stochastic differential equations driven by Cauchy processes with drift. This driving process is also known as a strictly 1-stable process. In this paper, we study the pathwise uniqueness of the solution to the stochastic differential equations under a non-Lipschitz condition on the diffusion coefficient. |
| Databáze: | OpenAIRE |
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