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20172026
most citedEfficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure

11 citations · 25 across the 16 of their papers we have counts for

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math.PR2020

Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps

Paweł Przybyłowicz, Michaela Szölgyenyi, Fanhui Xu

In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.