A Class of degenerate Stochastic differential equations with non-Lipschitz coefficients

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dc.creatorKumar, K. Suresh
dc.date2009-04-17
dc.date.accessioned2026-07-07T13:05:36Z
dc.date.available2026-07-07T13:05:36Z
dc.descriptionWe obtain sufficient condition for SDEs to evolve in the positive orthant. We use comparison theorem arguments to achieve this. As a result we prove the existence of a unique strong solution for a class of multidimensional degenerate SDEs with non-Lipschitz diffusion coefficients.
dc.description13 pages
dc.identifierhttps://arxiv.org/abs/0904.2629
dc.identifierhttp://arxiv.org/abs/0904.2629
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/227539
dc.subjectProbability
dc.subject60H10, 60G17
dc.titleA Class of degenerate Stochastic differential equations with non-Lipschitz coefficients
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