Stochastic equations of non-negative processes with jumps

Abstract

We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under suitable conditions. The results are applied to stochastic equations driven by one-sided Levy processes and those of continuous state branching processes with immigration.

References in corpus (1)

• Stochastic differential equations with jumps

Cited by in corpus (1)

• A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications