A Class of Degenerate Stochastic Differential Equations with Non-lipschitz Coefficients
نویسنده
چکیده
We obtain sufficient condition for SDEs to evolve in the positive orthrant. 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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تاریخ انتشار 2009