6533b86dfe1ef96bd12c9398

RESEARCH PRODUCT

A class of stochastic differential equations with non-Lipschitzian coefficients: pathwise uniqueness and no explosion

Tusheng ZhangShizan Fang

subject

Stochastic differential equationClass (set theory)Probability theoryContinuous functionDifferential equationMathematical analysisApplied mathematicsGeneral MedicineUniquenessMathematics

description

Abstract A new result for the pathwise uniqueness of solutions of stochastic differential equations with non-Lipschitzian coefficients is established. Furthermore, we prove that the solution has no explosion under the growth ξlogξ. To cite this article: S. Fang, T. Zhang, C. R. Acad. Sci. Paris, Ser. I 337 (2003).

yearjournalcountryeditionlanguage
2003-12-01Comptes Rendus Mathematique
https://doi.org/10.1016/j.crma.2003.10.008