In this paper we prove the pathwise uniqueness of a kind of two-parameter Volterra type stochastic differential equations under the coefficients satisfy the non-Lipschitz conditions. We use a martingale formula in ste...In this paper we prove the pathwise uniqueness of a kind of two-parameter Volterra type stochastic differential equations under the coefficients satisfy the non-Lipschitz conditions. We use a martingale formula in stead of Ito formula, which leads to simplicity the process of proof and extends the result to unbounded coefficients case.展开更多
基金Foundation item: Hubei University Youngth Foundations (099206).
文摘In this paper we prove the pathwise uniqueness of a kind of two-parameter Volterra type stochastic differential equations under the coefficients satisfy the non-Lipschitz conditions. We use a martingale formula in stead of Ito formula, which leads to simplicity the process of proof and extends the result to unbounded coefficients case.
