Abstract
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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The project is supported by the National Natural Science Foundation of China (No.12261038, 11671408 and 11871484), Natural Science Foundation of Jiangxi Province (No.20232BAB201004, 20212BAB201009) and Training Program of Young Talents for academic and technical leaders of major disciplines in Jiangxi Province (No.20204BCJL23057).
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Zhang, H. On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps. Acta Math. Appl. Sin. Engl. Ser. 40, 149–163 (2024). https://doi.org/10.1007/s10255-024-1105-8
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DOI: https://doi.org/10.1007/s10255-024-1105-8