Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients
Author
Source
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-05-17
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz coefficients.
New sufficient conditions on the strong uniqueness and the nonexplosion are derived for d -dimensional stochastic differential equations on R d ( d > 2 ) with non-Lipschitz coefficients, which extend and improve Fei’s results.
American Psychological Association (APA)
Wang, Jinxia. 2015. Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients. Journal of Mathematics،Vol. 2015, no. 2015, pp.1-5.
https://search.emarefa.net/detail/BIM-1068673
Modern Language Association (MLA)
Wang, Jinxia. Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients. Journal of Mathematics No. 2015 (2015), pp.1-5.
https://search.emarefa.net/detail/BIM-1068673
American Medical Association (AMA)
Wang, Jinxia. Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients. Journal of Mathematics. 2015. Vol. 2015, no. 2015, pp.1-5.
https://search.emarefa.net/detail/BIM-1068673
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1068673
