Li, Zenghu; Pu, Fei Strong solutions of jump-type stochastic equations. (English) Zbl 1260.60132 Electron. Commun. Probab. 17, Paper No. 33, 13 p. (2012). Summary: We establish the existence and uniqueness of strong solutions to some jump-type stochastic equations under non-Lipschitz conditions. The results improve those of Z. Fu and Z. Li [Stochastic Processes Appl. 120, No. 3, 306–330 (2010; Zbl 1184.60022)] and Z. Li and L. Mytnik [Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1055–1067 (2011; Zbl 1273.60070)]. Cited in 1 ReviewCited in 27 Documents MSC: 60H20 Stochastic integral equations 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) Keywords:strong solution; jump-type stochastic equation; pathwise uniqueness; non-Lipschitz condition Citations:Zbl 1184.60022; Zbl 1273.60070 PDFBibTeX XMLCite \textit{Z. Li} and \textit{F. Pu}, Electron. Commun. Probab. 17, Paper No. 33, 13 p. (2012; Zbl 1260.60132) Full Text: DOI arXiv