




















Based on the weak existence and weak uniqueness, we study the pathwise uniqueness of the solutions for a class of one-dimensional stochastic differential equations driven by pure jump processes. By using Tanaka's formula and the local time technique, we show that there is no gap between the strong uniqueness and weak uniqueness when the coefficients of the Poisson random measures satisfy a suitable condition
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。