On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps

被引：0
作者：
Hua Zhang
机构：
[1] Jiangxi University of Finance and Economics,School of Statistics and Data Science & Key Laboratory of Data Science in Finance and Economics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2024年 / 40卷
关键词：
reflected diffusion processes with jumps; pathwise uniqueness; local time; Meyer Itô’s formula; 60H10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose proof are based on the technique of local time.
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页码：149 / 163
页数：14
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