Pré-Publication, Document De Travail Année : 2003

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

Résumé

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.

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hal-00000813 , version 1 (04-11-2003)

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Shizan Fang, Tusheng Zhang. Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation. 2003. ⟨hal-00000813⟩
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