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A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

We extend some methods developed by Albeverio, Brzeźniak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equations with jumps, under a local one-sided Lipschitz condition on the drift (also known as a monotonicity condition) and a local …