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Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Mátyás Barczy et al.

International Journal of Stochastic Analysis2015https://doi.org/10.1155/2015/460472article
ABDC B
Weight
0.68

Abstract

Recently, Kurtz (2007, 2014) obtained a general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations covering also the case of stochastic differential equations with jumps. Following the original method of Yamada and Watanabe (1971), we give alternative proofs for the following two statements: pathwise uniqueness implies uniqueness in the sense of probability law, and weak existence together with pathwise uniqueness implies strong existence for stochastic differential equations with jumps.

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https://doi.org/https://doi.org/10.1155/2015/460472

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@article{mátyás2015,
  title        = {{Yamada-Watanabe Results for Stochastic Differential Equations with Jumps}},
  author       = {Mátyás Barczy et al.},
  journal      = {International Journal of Stochastic Analysis},
  year         = {2015},
  doi          = {https://doi.org/https://doi.org/10.1155/2015/460472},
}

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Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

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Evidence weight

0.68

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.84 × 0.4 = 0.33
M · momentum0.78 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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