A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

DOI10.1080/17442508.2015.1012080zbMath1342.60086arXiv1502.04915OpenAlexW3104637622MaRDI QIDQ2804012

Antoine Hakassou, Youssef Ouknine, Khaled Bahlali

Publication date: 27 April 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04915

zbMATH Keywords

stochastic differential equationslarge deviationsstochastic flowspathwise uniquenessnon-Lipschitz coefficientssuper-linear growthnon-contact property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Related Items

Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients, One dimensional BSDEs with logarithmic growth application to PDEs, Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs

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