A class of degenerate stochastic differential equations with non-Lipschitz coefficients

DOI10.1007/s12044-013-0141-8zbMath1274.60182arXiv0904.2629MaRDI QIDQ369309

K. Suresh Kumar

Publication date: 24 September 2013

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.2629

zbMATH Keywords

comparison theorems; non-Lipschitz coefficients; degenerate SDEs

Mathematics Subject Classification ID

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

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