A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion

Comptes Rendus Mathematique

Volumn 337, Issue 11, 2003, Pages 737-740

  Fang, Shizan ^a   Zhang, Tusheng ^b  

^a UNIVERSITÉ DE BOURGOGNE   (France)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346903369     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2003.10.008     Document Type: Article

References (5)

1. S. Fang, Canonical Brownian motion on the diffeomorphism group of the circle, J. Funct. Anal. 196 (2002) 162-179.
2. I. Ikeda, S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland, Amsterdam, 1981.
3. P. Malliavin, The Canonical diffusion above the diffeomorphism group of the circle, C. R. Acad. Sci. Paris, Ser. I 329 (1999) 325-329.
4. D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, in: Grundlehren Math. Wiss., Vol. 293, Springer-Verlag, 1991.
5. D.W. Stroock, S.R.S. Varadhan, Multidimensional Diffusion Processes, Springer-Verlag, 1979.