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Existence 1 Moment estimations for the maximum process 1 Non confluence 1 Non explosion 1 Non-Lipschitzian 1 Stochastic differential equations 1 Test function 1
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Lan, Guangqiang 1 Wu, Jiang-Lun 1
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Stochastic Processes and their Applications 1
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New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
Lan, Guangqiang; Wu, Jiang-Lun - In: Stochastic Processes and their Applications 124 (2014) 12, pp. 4030-4049
The objective of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an example to show that our conditions are indeed weaker...
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