FENG Yuhu, . THE PROPERTIES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RESPECT TO CONTINUOUS SEMIMARTINGALES[J]. Chinese Journal of Applied Probability and Statistics, 1989, 5(4): 327-333.
Citation: FENG Yuhu, . THE PROPERTIES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RESPECT TO CONTINUOUS SEMIMARTINGALES[J]. Chinese Journal of Applied Probability and Statistics, 1989, 5(4): 327-333.
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THE PROPERTIES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RESPECT TO CONTINUOUS SEMIMARTINGALES

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  • In this paper we study the non-confluent property of solutions for the one-dimensional stochastic differential equations with respect to continuous semimartingales, which have discontinuous and degenerated coefficients. The sarong eomparison theorem for solutions is also obtained.
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