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

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作  者:Hua Zhang 

机构地区:[1]School of Statistics and Data Science&Key Laboratory of Data Science in Finance and Economics,Jiangxi University of Finance and Economics,Nanchang,330013,China

出  处:《Acta Mathematicae Applicatae Sinica》2024年第1期149-163,共15页应用数学学报(英文版)

基  金:supported by the National Natural Science Foundation of China (No.12261038, 11671408 and11871484);Natural Science Foundation of Jiangxi Province (No.20232BAB201004, 20212BAB201009);Training Program of Young Talents for academic and technical leaders of major disciplines in Jiangxi Province(No.20204BCJL23057)。

摘  要: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.

关 键 词:reflected diffusion processes with jumps pathwise uniqueness local time Meyer It?'s formula 

分 类 号:O211.63[理学—概率论与数理统计]

 

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