Equivalence of Uniqueness in Law and Joint Uniqueness in Law for SDEs Driven by Poisson Processes  

Equivalence of Uniqueness in Law and Joint Uniqueness in Law for SDEs Driven by Poisson Processes

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作  者:Huiyan Zhao Chunhua Hu Siyan Xu Huiyan Zhao;Chunhua Hu;Siyan Xu(School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China;School of Science, Ningbo University, Ningbo, China)

机构地区:[1]School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China [2]School of Science, Ningbo University, Ningbo, China

出  处:《Applied Mathematics》2016年第8期784-792,共9页应用数学(英文)

摘  要:We give an extension result of Watanabe’s characterization for 2-dimensional Poisson processes. By using this result, the equivalence of uniqueness in law and joint uniqueness in law is proved for one-dimensional stochastic differential equations driven by Poisson processes. After that, we give a simplified Engelbert theorem for the stochastic differential equations of this type.We give an extension result of Watanabe’s characterization for 2-dimensional Poisson processes. By using this result, the equivalence of uniqueness in law and joint uniqueness in law is proved for one-dimensional stochastic differential equations driven by Poisson processes. After that, we give a simplified Engelbert theorem for the stochastic differential equations of this type.

关 键 词:Uniqueness in Law Joint Uniqueness in Law Poisson Process Engelbert Theorem 

分 类 号:O17[理学—数学]

 

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