A dual Yamada–Watanabe theorem for Lévy driven stochastic differential equations
Abstract: We prove a dual Yamada–Watanabe theorem for one-dimensional stochastic differential equations driven by quasi-left continuous semimartingales with independent increments. In particular, our result covers stochastic differential equations driven by (time-inhomogeneous) Lévy processes. More precisely, we prove that weak uniqueness, i.e. uniqueness in law, implies weak joint uniqueness, i.e. joint uniqueness in law for the solution process and its driver
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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Electronic communications in probability. - 26, none (2021) , 1-10, ISSN: 1083-589X
- DOI
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10.1214/21-ecp384
- URN
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urn:nbn:de:bsz:25-freidok-2474671
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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25.03.2025, 13:43 MEZ
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Beteiligte
- Criens, David
- Universität
Entstanden
- 2024
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