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

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dc.creatorFang, Shizan
dc.creatorZhang, Tusheng
dc.date2003-11-04
dc.date.accessioned2026-07-07T05:02:27Z
dc.date.available2026-07-07T05:02:27Z
dc.descriptionWe 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.
dc.descriptionA short version will be published in C. R. Acad. Paris
dc.identifierhttps://arxiv.org/abs/math/0311032
dc.identifierhttp://arxiv.org/abs/math/0311032
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/69059
dc.subjectProbability
dc.subject60H10
dc.titleStochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
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