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Strong solutions of jump-type stochastic equations. (English) Zbl 1260.60132

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)].

MSC:

60H20 Stochastic integral equations
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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