| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527438 | Stochastic Processes and their Applications | 2005 | 14 Pages |
Abstract
In this paper we prove the existence of a unique strong solution up to the explosion time for an SDE with a uniformly non-degenerate Sobolev diffusion coefficient (non-Lipschtiz) and locally integrable drift coefficient. Moreover, two non-explosion conditions are given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xicheng Zhang,