21 citations
- Université de BourgogneFR15 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Centre de Mathématiques Laurent SchwartzFR1 paper
- École PolytechniqueFR1 paper
- Institut Camille JordanFR1 paper
- Institut de recherche mathématique de RennesFR1 paper
- Institut FourierFR1 paper
- International Center for Transitional JusticeUS1 paper
- Jilin UniversityCN1 paper
- Laboratoire Analyse, Géométrie et ApplicationsFR1 paper
- Laboratoire de Mathématiques Blaise PascalFR1 paper
- Laboratoire de Mathématiques d'OrsayFR1 paper
Showing 2003 · math.PRShow all
2 papers · 2 filters
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…