We obtain sufficient condition for SDEs to evolve in the positive orthant. We use arguments based on comparison theorems for SDEs to achieve this. As an application we prove the existence of a unique strong solution for a class of multidimensional degenerate SDEs with non-Lipschitz diffusion coefficients
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate...
We study a class of stochastic differential equations with non-Lipschitz coefficients. A unique stro...
We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation ...
AbstractIn this article, using DiPerna–Lions theory (DiPerna and Lions, 1989) [1], we investigate li...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
14 pagesThe existence of the unique strong solution for a class of stochastic differential equations...
AbstractFor a certain class of stochastic differential equations with nonlinear drift and degenerate...
We study a class of stochastic differential equations with non-Lipschitz coefficients. A unique stro...
We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation ...
AbstractIn this article, using DiPerna–Lions theory (DiPerna and Lions, 1989) [1], we investigate li...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
A short version will be published in C. R. Acad. Paris.We study a class of stochastic differential e...
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