A Class of degenerate Stochastic differential equations with non-Lipschitz coefficients
classification
🧮 math.PR
keywords
classcoefficientsdegeneratenon-lipschitzsdesachieveargumentscomparison
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We obtain sufficient condition for SDEs to evolve in the positive orthant. We use comparison theorem arguments to achieve this. As a result we prove the existence of a unique strong solution for a class of multidimensional degenerate SDEs with non-Lipschitz diffusion coefficients.
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