Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions (Q3014803)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5926531
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions |
scientific article; zbMATH DE number 5926531 |
Statements
19 July 2011
0 references
stochastic differential equations
0 references
Gronwall lemma
0 references
pathwise uniqueness
0 references
non-Lipschitz conditions
0 references
semimartingale
0 references
0.8709415197372437
0 references
0.8431722521781921
0 references
0.839434802532196
0 references
0.8242394328117371
0 references
