Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients
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, whic...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2015-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2015/105784 |
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