A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients (Q2804012)
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scientific article; zbMATH DE number 6574560
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| English | A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients |
scientific article; zbMATH DE number 6574560 |
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A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients (English)
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27 April 2016
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stochastic differential equations
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super-linear growth
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non-Lipschitz coefficients
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pathwise uniqueness
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non-contact property
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large deviations
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stochastic flows
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