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arXiv 2009-06-09 0 views

An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps

Hoepfner, Reinhard

Original · EN

We extend the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps, in the special case where small jumps are summable.

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