Pathwise uniqueness and non-explosion of SDEs with non-Lipschitzian coefficients
From MaRDI portal
Publication:3404643
Recommendations
- Nonexplosion and pathwise uniqueness of stochastic differential equation driven by continuous semimartingale with non-Lipschitz coefficients
- A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
- New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
- Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
Cited in
(20)- Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients
- Uniqueness of solutions to SDEs driven by semimartingale with non-Lipschitz conditions
- Nonexplosion and solvability of nonlinear diffusion equations on noncompact manifolds
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian 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
- Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures
- New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
- A class of degenerate stochastic differential equations with non-Lipschitz coefficients
- A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion
- Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
- On uniqueness and blowup properties for a class of second order SDEs
- Notes on Osgood conditions and stochastic differential equations
- 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
- Integrability conditions for SDEs and semilinear SPDEs
- Pathwise uniqueness for solutions of a class of stochastic differential equation and its applications
- Exit boundaries of multidimensional SDEs
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
This page was built for publication: Pathwise uniqueness and non-explosion of SDEs with non-Lipschitzian coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3404643)
