Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
Shizan FangTusheng Zhang
所有作者
Shizan FangTusheng Zhang
文献摘要
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 type has been established.