Conditions of non-blowup and trajectory-wise uniqueness for solutions of stochastic differential equations with \(L^0\)-valued random measures (Q1405910)

The paper deals with a stochastic differential equation of the type \(X=N+h(X)\times \theta\) with \(\sigma\)-finite \(L^0\)-valued random measure \(\theta\) in the sense of \textit{K. Bichteler} and \textit{J. Jacod} [in: Theory and applications of random fields. Lect. Notes Control Inf. Sci. 49, 1-18 (1983; Zbl 0514.60051)]. The author sets out sufficient conditions for non-explosion of its weak solution. For the definition of solution explosion see [the author, ``Martingales, convergence of probability measures and stochastic equations'' (1996; Zbl 0880.60047)].