A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients - Université de Toulon
Journal Articles Stochastics: An International Journal of Probability and Stochastic Processes Year : 2015

A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Abstract

no abstract

Domains

Probability [math.PR] Systems and Control [cs.SY] Analysis of PDEs [math.AP]

Khaled Bahlali  : Connect in order to contact the contributor

https://univ-tln.hal.science/hal-01297353

Submitted on : Monday, April 4, 2016-11:00:37 AM

Last modification on : Wednesday, December 4, 2024-10:20:03 AM

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Dates and versions

hal-01297353 , version 1 (04-04-2016)

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Khaled Bahlali, Antoine Hakassou, Youssef Ouknine. A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients. Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87 (5), pp.806--847. ⟨10.1080/17442508.2015.1012080⟩. ⟨hal-01297353⟩

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