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

Khaled Bahlali (1) , Antoine Hakassou (2) , Youssef Ouknine (2)

1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 Faculté des Sciences Semlalia [Marrakech]

no abstract

Domaines: Probabilités [math.PR]; Systèmes et contrôle [cs.SY]; Equations aux dérivées partielles [math.AP]

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⟩