Relations between solutions to stochastic differential equations driven by semimartingale with non-Lipschitz coefficients

MaRDI QIDQ3071889zbMATH OpenFDO

Authors Weiyin Fei

Publication date 5 February 2011

zbMATH Keywords

stochastic differential equationsdependence of initial valueslocal characteristic of semimartingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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Cited in

(4)

• On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
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• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

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