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

Shizan Fang·Tusheng Zhang
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Abstract

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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Shizan Fang, Tusheng Zhang. 2003-11-04. Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation. https://arxiv.org/abs/math/0311032

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