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

zbMATH Open1224.60135MaRDI QIDQ3071889FDOQ3071889

Authors: Weiyin Fei 

Publication date: 5 February 2011

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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)

Cited In (4)

• Title not available (Why is that?)
• On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
• Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

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