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Solution to SDE

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Theorem
StochasticDiffs

Let (Zt)t≄0(Z_{t})_{t\ge 0} be Rr\mathbb{R}^{r}-valued continuous semimartingale and let F:R+ƗRd→Md,r(R)F:\mathbb{R}^{+}\times \mathbb{R}^{d}\to\mathscr{M}_{d,r}(\mathbb{R}) be s.t. ∃k>0\exists k>0 s.t. ∄F(t,x)āˆ’F(t,x′)āˆ„ā‰¤K∄xāˆ’xā€²āˆ„āˆ€t∈R+,āˆ€x,xā€²āˆˆRd\lVert F(t,x)-F(t,x') \rVert \le K\lVert x-x' \rVert \quad\forall t\in\mathbb{R}^{+},\forall x,x'\in\mathbb{R}^{d}and t↦F(t,x)t\mapsto F(t,x) is locally bounded āˆ€x∈Rd\forall x\in\mathbb{R}^{d}. Consider the SDE dXt=F(t,Xt)dZt,X0=x∈Rd(*)\tag{*}dX_{t}=F(t,X_{t})dZ_{t},\quad X_{0}=x\in\mathbb{R}^{d}Assume the filtration (Ft)t≄0(\mathcal{F}_{t})_{t\ge 0} satisfies the Filtration. Then: āˆ€x∈R\forall x\in\mathbb{R}, ∃!\exists ! up to indistinguishability a Continuous (FtZ)t≄0(\mathcal{F}_{t}^{Z})_{t\ge 0}-adapted process (Xt)t≄0(X_{t})_{t\ge 0} satisfying (āˆ—)(*).