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

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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.
A short version will be published in C. R. Acad. Paris

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Probability, 60H10

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http://salesiana.dossiersoluciones.com/handle/123456789/69059

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0311032
 http://arxiv.org/abs/math/0311032

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arXiv