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

Abstract

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy to handled and don't need any approximation approach. Similar equations without jumps were studied in the same context by [15], [20] and others authors. As an application we get a new condition on the pathwise uniqueness for the solutions to stochastic differential equations driven by a symmetric stable Lévy processes.