Stochastic equations of non-negative processes with jumps
نویسندگان
چکیده
Abstract. We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under suitable conditions. The results are applied to stochastic equations driven by one-sided Lévy processes and those of continuous state branching processes with immigration.
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