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

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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…