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...