Liang Zongxia
Let M={Mz, z ∈ R+2 be a continuous square integrable martingale and A={Az, z ∈ R+2dXz=α(z, Xz)dMz+β(z, Xz)dAz, z∈R+2,
Xz=Zz, z∈∂R+2,
whereR+2 =[0, +∞)×[0,+∞) and ∂R+2 is its boundary,Z is a continuous stochastic process on ∂R+2. We establish a new theorem on the pathwise uniqueness of solutions for the equation under a weaker condition than the Lipschitz one. The result concerning the one-parameter analogue of the problem we consider here is immediate (see [1, Theorem 3.2]). Unfortunately, the situation is much more complicated for two-parameter process and we believe that our result is the first one of its kind and is interesting in itself. We have proved the existence theorem for the equation in [2].