On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps

作     者：Hua Zhang Hua ZHANG

作者机构：School of Statistics and Data Science&Key Laboratory of Data Science in Finance and EconomicsJiangxi University of Finance and EconomicsNanchang330013China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2024年第40卷第1期

页      面：149-163页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by the National Natural Science Foundation of China (No.12261038, 11671408 and11871484) Natural Science Foundation of Jiangxi Province (No.20232BAB201004, 20212BAB201009) Training Program of Young Talents for academic and technical leaders of major disciplines in Jiangxi Province(No.20204BCJL23057) 

主　　题：reflected diffusion processes with jumps pathwise uniqueness local time Meyer It?'s formula 

摘      要：In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose proof are based on the technique of local time.