A class of stochastic differential equations with non-Lipschitzian coefficients: pathwise uniqueness and no explosion

被引：17
|
作者：
Fang, SZ
Zhang, TS
机构：
[1] Univ Bourgogne, IMB, UFR Sci & Tech, F-21078 Dijon, France
[2] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England
来源：
COMPTES RENDUS MATHEMATIQUE | 2003年 / 337卷 / 11期
关键词：
D O I：
10.1016/j.crma.2003.10.008
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A new result for the pathwise uniqueness of solutions of stochastic differential equations with non-Lipschitzian coefficients is established. Furthermore, we prove that the solution has no explosion under the growth xi log xi. (C) 2003 Academie des sciences. Published by Elsevier SAS. All rights reserved.
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页码：737 / 740
页数：4
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