Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
Probability
2007-05-23 v1
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.
Keywords
Cite
@article{arxiv.math/0311032,
title = {Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation},
author = {Shizan Fang and Tusheng Zhang},
journal= {arXiv preprint arXiv:math/0311032},
year = {2007}
}
Comments
A short version will be published in C. R. Acad. Paris