A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
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Publication:1420174
DOI10.1016/J.CRMA.2003.10.008zbMATH Open1031.60051OpenAlexW1977246709MaRDI QIDQ1420174FDOQ1420174
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
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Cites Work
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- Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
- Persistence and existence of stationary measures for a logistic growth model with predation
- Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients
- Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
- On the stochastic flow generated by the one default model in one-dimensional case
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- Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
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- Title not available (Why is that?)
- Gradient estimates for diffusion semigroups with singular coefficients
- Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
- Restoration of well-posedness of infinite-dimensional singular ODE's via noise
- Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients
- Pathwise uniqueness and non-explosion of SDEs with non-Lipschitzian coefficients
- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
- Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- Solving stochastic differential equations on \(\text{Homeo}(S^1\))
- A class of stochastic differential equations with pathwise unique solutions
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