Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients (Q2337060)

Summary: We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz coefficients. New sufficient conditions on the strong uniqueness and the nonexplosion are derived for \(d\)-dimensional stochastic differential equations on \(\mathbb{R}^d (d > 2)\) with non-Lipschitz coefficients, which extend and improve Fei's results.