On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Levy processes

被引：2

作者：

Belfadli, R. ^{[1
]}

Ouknine, Y. ^{[1
,2
]}

机构：

[1] Cadi Ayyad Univ, Dept Math, Fac Sci Semlalia, Marrakech, Morocco

[2] Hassan II Acad Sci & Technol, Rabat, Morocco

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2008年 / 80卷 / 06期

关键词：

pathwise uniqueness; stochastic differential equation; time change; alpha-stable Levy process;

D O I：

10.1080/17442500802025436

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate a sufficient condition for pathwise uniqueness property for 1D stochastic differential equation driven by symmetric alpha-stable Levy process, where alpha is an element of (1, 2).

引用

页码：519 / 524

页数：6

共 9 条

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