一类特殊半鞅驱动的随机微分方程解的存在唯一性
收稿日期: 2010-03-09
修回日期: 2010-05-06
网络出版日期: 2011-01-20
基金资助
Supported partially by NSF(10826073,10901161) of China and the President Fund of GUCAS
Existence and pathwise uniqueness of solutions to SDE driven by a class of special semimartingale
Received date: 2010-03-09
Revised date: 2010-05-06
Online published: 2011-01-20
曹桂兰 . 一类特殊半鞅驱动的随机微分方程解的存在唯一性[J]. 中国科学院大学学报, 2011 , 28(1) : 1 -4 . DOI: 10.7523/j.issn.2095-6134.2011.1.001
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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