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A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters

Authors:

Xuerong Mao

Institution:

1. Mathematics Institute, University of Warwick, CV4 7AL, Coventry, England

Abstract:

We give here some criterions for the existence and uniqueness of a global solution to a stochastic differential equation based on a semimartingale with spatial parameters of the form

$\varphi _t = x_0 + \smallint _0^t F(\varphi _s ,ds)$

Keywords:	Global solution stochastic differential equation semimartingale with spatial parameters
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