Equivalence of Uniqueness in Law and Joint Uniqueness in Law for SDEs Driven by Poisson Processes
نویسندگان
چکیده
We give an extension result of Watanabe’s characterization for 2-dimensional Poisson processes. By using this result, the equivalence of uniqueness in law and joint uniqueness in law is proved for one-dimensional stochastic differential equations driven by Poisson processes. After that, we give a simplified Engelbert theorem for the stochastic differential equations of this type.
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تاریخ انتشار 2016