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Showing 2003 · math.PRShow all
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math.PR2003
Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values
Shizan Fang, Tusheng Zhang
The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall inves…
math.PR2003★ 5 cited
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
Shizan Fang, Tusheng Zhang
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 ty…