Stochastic equations of non-negative processes with jumps

来源 :IMS-China International Conference on Statistics and Probabi | 被引量 : 0次 | 上传用户:yanzi774
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  We study stochastic equations of non-negative processes with jumps.The exis tence and uniqueness of strong solutions are established under Lipschitz and nonLipschitz conditions.The comparison property of two solutions is proved under suit able conditions.The results are applied to stochastic equations driven by one-sided Levy processes and those of continuous state branching processes with immigration.
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