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Stochastic continuity, irreducibility and non confluence for SDEs with jumps

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than those relevant conditions existing in the literature. We also provide an example to support our new conditions.

preprint2014arXivOpen access
Guangqiang LanJiang-Lun Wu
math.PR
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Open access2 authors1 topic
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Guangqiang LanJiang-Lun Wu

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