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›› 2011, Vol. 28 ›› Issue (1): 1-4.DOI: 10.7523/j.issn.2095-6134.2011.1.001

• Research Articles •     Next Articles

Existence and pathwise uniqueness of solutions to SDE driven by a class of special semimartingale

CAO Gui-Lan   

  1. School of Mathematical Sciences,Graduate University, Chinese Academy of Sciences,Beijing 100049,China
  • Received:2010-03-09 Revised:2010-05-06 Online:2011-01-20

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.

Key words: existence, pathwise uniqueness, special semimartingale, successive approximation

CLC Number: