Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients

DOI10.1155/2015/105784zbMath1486.60074OpenAlexW1531118429WikidataQ59113001 ScholiaQ59113001MaRDI QIDQ2337060

Jinxia Wang

Publication date: 19 November 2019

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/105784

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• Regularity of solutions to differential equations with non-Lipschitz coefficients
• Strong solutions of stochastic equations with singular time dependent drift
• Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• On Itô’s Stochastic Integral Equations
• Uniqueness of Solutions of Stochastic Differential Equations
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