Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients

Abstract

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise uniqueness holds based on the methods of weak uniqueness and local time technique.

21 pages

References in corpus (1)

• On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Cited by in corpus (1)

• Pathwise uniqueness for stochastic differential equations driven by pure jump processes