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Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients
oleh: Jinxia Wang
| Format: | Article |
|---|---|
| Diterbitkan: | Wiley 2015-01-01 |
Deskripsi
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 Rd (d>2) with non-Lipschitz coefficients, which extend and improve Fei’s results.