Liang, Zongxia - In: Stochastic Processes and their Applications 83 (1999) 2, pp. 303-317
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic differential equations of the form of for with non-Lipschitz coefficients, where is a continuous square integrable martingale and is a continuous increasing process, Z is a continuous stochastic...
