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

DOI10.1016/J.CRMA.2003.10.008MaRDI QIDQ1420174zbMATH OpenOpenAlexFDO

Authors Shizan Fang, Tu-Sheng Zhang

Publication date 28 January 2004

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2003.10.008, https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2003.10.008/

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(30)

• Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
• Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows
• Solving stochastic differential equations on \(\text{Homeo}(S^1\))
• Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures
• Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients
• Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
• Gradient estimates for diffusion semigroups with singular coefficients
• A class of stochastic differential equations with pathwise unique solutions
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
• On the stochastic flow generated by the one default model in one-dimensional case
• A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
• Persistence and existence of stationary measures for a logistic growth model with predation
• Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions
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• The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
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• Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
• Restoration of well-posedness of infinite-dimensional singular ODE's via noise
• Phase transition in the EM scheme of an SDE driven by \(\alpha\)-stable noises with \(\alpha \in (0, 2]\)
• On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions
• New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
• Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
• Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
• Construction of strong solutions of SDE's via Malliavin calculus

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