论文标题
征费驱动的随机微分方程的双Yamada-Watanabe定理
A Dual Yamada-Watanabe Theorem for Levy driven stochastic differential equations
论文作者
论文摘要
我们证明了Yamada-Watanabe定理的一维随机微分方程，该方程是由准左连续半段驱动的，具有独立的增量。特别是，我们的结果涵盖了由（时间均匀）征税过程驱动的随机微分方程。更确切地说，我们证明，弱独特性，即法律的独特性，意味着弱的关节唯一性，即解决方案过程及其驱动因素的法律唯一性。
We prove a dual Yamada-Watanabe theorem for one-dimensional stochastic differential equations driven by quasi-left continuous semimartingales with independent increments. In particular, our result covers stochastic differential equations driven by (time-inhomogeneous) Levy processes. More precisely, we prove that weak uniqueness, i.e. uniqueness in law, implies weak joint uniqueness, i.e. joint uniqueness in law for the solution process and its driver.
