%0 Journal Article %T Existence and pathwise uniqueness of solutions to SDE driven by a class of special semimartingale
一类特殊半鞅驱动的随机微分方程解的存在唯一性 %A CAO Gui-Lan %A
曹桂兰 %J 中国科学院研究生院学报 %D 2011 %I %X We prove the existence and uniqueness of solutions to stochastic differential equations dXt=F(X)tdZt,where F is non-Lipschitz coefficient and Z is in a kind of special semimartingale. %K existence %K pathwise uniqueness %K special semimartingale %K successive approximation
存在性 %K 轨道唯一性 %K 特殊半鞅 %K 逐次逼近 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=B5EDD921F3D863E289B22F36E70174A7007B5F5E43D63598017D41BB67247657&cid=B47B31F6349F979B&jid=67CDFDECD959936E166E0F72DE972847&aid=BBB13C29AD1E6980A74BFAB3DF4DB63F&yid=9377ED8094509821&vid=D3E34374A0D77D7F&iid=CA4FD0336C81A37A&sid=CA4FD0336C81A37A&eid=E158A972A605785F&journal_id=1002-1175&journal_name=中国科学院研究生院学报&referenced_num=0&reference_num=7