Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains

DOI10.1007/s10959-020-01036-7zbMath1481.60108arXiv2008.08435MaRDI QIDQ2664536

Masanori Hino, Kouhei Matsuura, Misaki Yonezawa

Publication date: 17 November 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.08435

zbMATH Keywords

pathwise uniqueness; non-Lipschitz coefficient; non-explosion property; Skorohod SDE

Mathematics Subject Classification ID

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