Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
Paweł Przybyłowicz, Michaela Szölgyenyi, Fanhui Xu
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2020-10-05
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via math.PR updates on arXiv.org
In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.
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