A study of a class of stochastic differential equations with non-Lipschitzian coefficients (Q2575171)
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scientific article; zbMATH DE number 2236891
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| English | A study of a class of stochastic differential equations with non-Lipschitzian coefficients |
scientific article; zbMATH DE number 2236891 |
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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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0.95391506
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0.95101035
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0.9489707
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0.9466692
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0.9427195
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0.9362924
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0.93387663
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