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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| Format: | Article |
| Language: | English |
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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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| _version_ | 1832550618305134592 |
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| author | Jinxia Wang |
| author_facet | Jinxia Wang |
| author_sort | Jinxia Wang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-511e980baaa0418886dffcc52966a660 |
| institution | Kabale University |
| issn | 2314-4629 2314-4785 |
| language | English |
| publishDate | 2015-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Mathematics |
| spelling | doaj-art-511e980baaa0418886dffcc52966a6602025-02-03T06:06:19ZengWileyJournal of Mathematics2314-46292314-47852015-01-01201510.1155/2015/105784105784Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz CoefficientsJinxia Wang0College of Science, Xian University of Technology, Xi’an, Shanxi 710048, ChinaWe 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.http://dx.doi.org/10.1155/2015/105784 |
| spellingShingle | Jinxia Wang Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients Journal of Mathematics |
| title | Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients |
| title_full | Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients |
| title_fullStr | Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients |
| title_full_unstemmed | Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients |
| title_short | Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients |
| title_sort | nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non lipschitz coefficients |
| url | http://dx.doi.org/10.1155/2015/105784 |
| work_keys_str_mv | AT jinxiawang nonexplosionandpathwiseuniquenessofstochasticdifferentialequationdrivenbycontinuoussemimartingalewithnonlipschitzcoefficients |