We obtain sufficient condition for SDEs to evolve in the positive orthant. 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.
A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
The stability and path-independence of additive functionals for multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients
Support theorems for degenerate stochastic differential equations with jumps and applications
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