Pathwise Uniqueness and Non-Explosion of SDEs with non-Lipschitzian Coefficients

Guang Qiang LAN School of Science,Beijing University of Chemical Technology,Beijing 100029,P.R.China School of Mathematical Sciences,Beijing Normal University,Beijing 100875,P.R.China

Acta Mathematica Sinica, Chinese Series ›› 2009 ›› Issue (04) : 109-114.

Acta Mathematica Sinica, Chinese Series ›› 2009 ›› Issue (04) : 109-114. DOI: 10.12386/A2009sxxb0089
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Pathwise Uniqueness and Non-Explosion of SDEs with non-Lipschitzian Coefficients

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