Pathwise uniqueness and non-explosion of SDEs with non-Lipschitzian coefficients

zbMATH Open1199.60216MaRDI QIDQ3404643FDOQ3404643

Authors: Guangqiang Lan 

Publication date: 12 February 2010

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zbMATH Keywords

non-explosionstochastic differential equationspathwise uniquenessnon-Lipschitzian conditions

Mathematics Subject Classification ID

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

Cited In (13)

• Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions
• Nonexplosion and solvability of nonlinear diffusion equations on noncompact manifolds
• A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
• Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
• Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients
• Pathwise uniqueness for solutions of a class of stochastic differential equation and its applications
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
• Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
• On uniqueness for some non-Lipschitz SDE
• Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients
• On uniqueness and blowup properties for a class of second order SDEs
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients

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