Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients (Q5478914)
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scientific article; zbMATH DE number 5040998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients |
scientific article; zbMATH DE number 5040998 |
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Stochastic Differential Equation Driven by Countably Many Brownian Motions with Non-Lipschitzian Coefficients (English)
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13 July 2006
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Euler approximation
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Large deviations principle
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Non-explosion
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Non-Lipschitzian
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Pathwise uniqueness
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