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OALib Journal期刊
ISSN: 2333-9721
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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

Keywords: existence,pathwise uniqueness,special semimartingale,successive approximation
存在性
,轨道唯一性,特殊半鞅,逐次逼近

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Abstract:

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.

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