Geodesic
On the existence and uniqueness of a~solution of a~stochastic differential equations with martingale differential
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 169-173

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Under some conditions, the existence and uniqueness of a solution of the equation $$ d\xi(t)=a(t,\xi(t))dt+\sum_{k=1}^rb_k(t,\xi(t))d\zeta_k(t)+\int_{R^m}f(t,\xi(t),u)\widetilde\nu(dt,du) $$ are proved, where $\zeta_k(t)$, $k=\overline{1,r}$, are continuous martingales, $\widetilde\nu(t,A)=\nu(t,A)-t\Pi(A)$ and $\nu(t,A)$ is a Poisson measure, $\mathbf M\nu(t,A)=t\Pi(A)$. 
@article{TVP_1974_19_1_a15,
     author = {G. L. Kulini\v{c}},
     title = {On the existence and uniqueness of a~solution of a~stochastic differential equations with martingale differential},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {169--173},
     publisher = {mathdoc},
     volume = {19},
     number = {1},
     year = {1974},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a15/}
}
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G. L. Kulinič. On the existence and uniqueness of a~solution of a~stochastic differential equations with martingale differential. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 169-173. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a15/