A class of degenerate stochastic differential equations with non-Lipschitz coefficients

被引：0

作者：

K SURESH KUMAR

机构：

[1] Indian Institute of Technology Bombay,Department of Mathematics

来源：

Proceedings - Mathematical Sciences | 2013年 / 123卷

关键词：

Degenerate SDEs; non-Lipschitz coefficients; comparison theorems;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on comparison theorems for SDEs to achieve this. As an application we prove the existence of a unique strong solution for a class of multidimensional degenerate SDEs with non-Lipschitz diffusion coefficients.

引用

页码：443 / 454

页数：11

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