On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach

DOI10.1007/978-3-030-28535-7_10zbMath1452.60035OpenAlexW2990349712MaRDI QIDQ5126528

Toshiki Okumura

Publication date: 20 October 2020

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-28535-7_10

zbMATH Keywords

a priori estimatesnon-Lipschitz coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Stability problems for Cantor stochastic differential equations
• On the uniqueness of solutions of stochastic differential equations
• On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
• Energy methods for stochastic differential equations
• On stochastic differential equations

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