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

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2024-01-03 DOI:10.1007/s10255-024-1105-8

Hua Zhang

引用次数: 0

Abstract

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.

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论有跳跃的一维反射随机微分方程解的路径唯一性

在本文中，我们关注的是在非 Lipschitz 连续系数假设下，具有跳跃的一维反射随机微分方程的路径唯一性问题，其证明基于局部时间技术。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Acta Mathematicae Applicatae Sinica, English Series 数学-应用数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

3.0 months

期刊介绍： Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.