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

Publication date 4 November 2003

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

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.

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