Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation

arXivmath/0311032MaRDI QIDQ6473302FDOQ6473302

Authors: Shizan Fang, Tu-Sheng Zhang 

Publication date: 4 November 2003

Abstract: We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.

Mathematics Subject Classification ID

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

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