一个关于半鞅SDE解的不爆炸条件

A Condition for “No explosion” on the Solution of SDE with Respect to Semimartingales

讨论了与按随机测度分解半鞅对应的随机微分方程，在给出的“增长条件”下，得到了方程解的不爆炸性质。

Abstract In this paper, a increase condition is produced and we proved “no explosion” on the solution of SDE with respect to semimartingales.