A study of a class of stochastic differential equations with non-Lipschitzian coefficients
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Publication:2575171
Euler approximationGronwall lemmalarge deviation principlenon confluencenon-explosionnon-Lipschitz conditionspathwise uniqueness
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Differential inequalities involving functions of a single real variable (34A40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Properties of stochastic differential equations are investigated when the Lipschitz conditions on the coefficients are relaxed by a logarithmic factor.
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Cited in
(only showing first 100 items - show all)- Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
- Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient
- Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
- A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
- Stability of the overdamped Langevin equation in double-well potential
- On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
- Distribution dependent SDEs for Landau type equations
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
- Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
- The almost sure asymptotic stability and boundedness of stochastic functional differential equations with polynomial growth condition
- Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
- Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
- The global solutions and moment boundedness of stochastic multipantograph equations
- On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients
- Backward stochastic Volterra integral equations -- a brief survey
- Strong solutions of stochastic differential equations with square integrable drift
- Stochastic heat equations with logarithmic nonlinearity
- An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients
- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
- Stochastic differential equations with singular coefficients on the straight line
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
- A unified treatment for ODEs under Osgood and Sobolev type conditions
- Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift
- 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
- Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
- A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction
- On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
- Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients
- Local and global existence of smooth solutions for the stochastic Euler equations with multiplicative noise
- Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent
- Skew convolution semigroups and affine Markov processes
- Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients
- A class of stochastic differential equations with pathwise unique solutions
- Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
- Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
- Nonlinear estimates on regularity of non-Lipschitz diffusions. Collection of papers
- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
- On topological properties of solution sets of non Lipschitzian quantum stochastic differential inclusions
- Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
- Persistence and existence of stationary measures for a logistic growth model with predation
- Numerical solution for a class of SPDEs over bounded domains
- Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
- LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd
- Relations between solutions to stochastic differential equations driven by semimartingale with non-Lipschitz coefficients
- The pth moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
- Stochastic suppression and stabilization of delay differential systems
- Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
- Strong completeness and semi-flows for stochastic differential equations with monotone drift
- NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
- scientific article; zbMATH DE number 4135143 (Why is no real title available?)
- A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
- Suppression and stabilisation of noise
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients
- scientific article; zbMATH DE number 3986320 (Why is no real title available?)
- scientific article; zbMATH DE number 4098425 (Why is no real title available?)
- Harnack inequalities and heat kernel estimates for SDEs with singular drifts
- Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition
- On the stochastic integral equations with non-lipschitz coefficients
- Weak solution of stochastic differential equations with fractional diffusion coefficient
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
- Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
- Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
- Large deviation principle for SDEs with Dini continuous drifts
- On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients: a priori estimates approach
- A study of a class of nonlinear stochastic delay differential equations
- Border avoidance: necessary regularity for coefficients and viscosity approach
- Strong solutions of some one-dimensional SDEs with random and unbounded drifts
- Large deviations for neutral functional SDEs with jumps
- Flow of Homeomorphisms and Stochastic Transport Equations
- Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
- Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Malliavin calculus for stochastic point vortex and Lagrangian models
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients
- Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
- Stochastic suppression and stabilization of functional differential equations
- Large deviation principles for SDEs under locally weak monotonicity conditions
- Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations
- Khasminskii-type theorems for stochastic functional differential equations with infinite delay
- General decay pathwise stability of neutral stochastic differential equations with unbounded delay
- Stochastic differential equations with local growth singular drifts
- Stochastic evolution equations driven by Lévy processes
- Large deviations for regime-switching diffusions with infinite delay
- Stability and averaging principle for distribution dependent SDEs driven by G-Brownian motion
- Some remarks on Itô stochastic processes
- The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts
- Extrinsic derivative formula for distribution dependent SDEs
- Non-confluence for uncertain differential equations
- Lévy driven stochastic heat equation with logarithmic nonlinearity: well-posedness and large deviation principle
- Non-confluence for SDEs driven by fractional Brownian motion with Markovian switching
- Large deviations of stochastic heat equations with logarithmic nonlinearity
- Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
- Uniform large deviation principles for SDEs under locally weak monotonicity conditions
- Malliavin calculus and stochastic differential equations
- Stochastic pseudo-parabolic equation with logarithmic nonlinearity
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
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