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

Jinxia Wang

Journal of Mathematics, 2015, vol. 2015, 1-5

Abstract:

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 -dimensional stochastic differential equations on with non-Lipschitz coefficients, which extend and improve Fei’s results.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:105784

DOI: 10.1155/2015/105784

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