A study of a class of stochastic differential equations with non-Lipschitzian coefficients (Q2575171): Difference between revisions
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Revision as of 13:07, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A study of a class of stochastic differential equations with non-Lipschitzian coefficients |
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A study of a class of stochastic differential equations with non-Lipschitzian coefficients (English)
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8 December 2005
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Properties of stochastic differential equations are investigated when the Lipschitz conditions on the coefficients are relaxed by a logarithmic factor.
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Gronwall lemma
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non-Lipschitz conditions
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pathwise uniqueness
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non-explosion
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non confluence
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large deviation principle
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Euler approximation
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