Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients

Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients

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摘要 A class of stochastic differential equations(SDEs) driven by semimartingale with non-Lipschitz coefficients was studied.By using Gronwall inequality,the non-confluence of solutions is proved under the general conditions. A class of stochastic differential equations （SDEs） driven by semimartingale with non-Lipschitz coefficients was studied. By using Gronwall inequality, the non-confluence of solutions is proved under the general conditions.

作者费为银

机构地区 Department of Applied Mathematics

出处《Journal of Donghua University(English Edition)》 EI CAS 2011年第5期516-518,共3页 东华大学学报（英文版）

基金 National Natural Science Foundation of China(No.71171003) Natural Science Foundation of Anhui Province of China(No.090416225) Natural Science Foundation of Universities of Anhui Province of China(No.KJ2010A037)

关键词随机的微分方程答案的非融合 semimartingale 的本地特征 non-Lipschitz 系数 Gronwall 词根 stochastic differential equations non-confluence of solutions local characteristic of semimartingale non-Lipschitz coefficients Gronwall lemma

分类号 O211.63 [理学—概率论与数理统计]

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参考文献4

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共引文献45

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1段泽徐.青春，一场悲壮的屈服[J].传奇天下（职教新航线）,2017,0(7):78-79.

Journal of Donghua University(English Edition)

2011年第5期

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Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients

参考文献4

二级参考文献16

共引文献45

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