Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients

被引:0
|
作者
Wang, Jinxia [1 ]
机构
[1] Xian Univ Technol, Coll Sci, Xian 710048, Shanxi, Peoples R China
关键词
D O I
10.1155/2015/105784
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
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页数:5
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