Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients
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Publication:2337060
DOI10.1155/2015/105784zbMath1486.60074OpenAlexW1531118429WikidataQ59113001 ScholiaQ59113001MaRDI QIDQ2337060
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
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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