Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
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Publication:2664536
DOI10.1007/s10959-020-01036-7zbMath1481.60108arXiv2008.08435MaRDI QIDQ2664536
Masanori Hino, Kouhei Matsuura, Misaki Yonezawa
Publication date: 17 November 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.08435
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)