Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients
Work
Year: 2015
Type: article
Abstract: We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz coefficients. New sufficient conditions on the strong uniqueness and the nonexplosion are derived for<... more
Source: Journal of Mathematics
Author Jinxia Wang
Institution Xi'an University of Technology
Cites: 17
Cited by: 1
Related to: 10
FWCI: 0.383
Citation percentile (by year/subfield): 52.77
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,800