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

作　　者：费为银 

机构地区：[1]Department of Applied Mathematics,Anhui Polytechnic University

出　　处：《Journal of Donghua University(English Edition)》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)

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.

关 键 词：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]