{
  "id": "0904.2629",
  "version": "v1",
  "published": "2009-04-17T04:31:42.000Z",
  "updated": "2009-04-17T04:31:42.000Z",
  "title": "A Class of degenerate Stochastic differential equations with non-Lipschitz coefficients",
  "authors": [
    "K. Suresh Kumar"
  ],
  "comment": "13 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-04-17T04:31:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60G17"
    ],
    "keywords": [
      "degenerate stochastic differential equations",
      "non-lipschitz coefficients",
      "multidimensional degenerate sdes",
      "non-lipschitz diffusion coefficients",
      "comparison theorem arguments"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 13,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0904.2629K"
    }
  }
}