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Global flows for stochastic differential equations without global Lipschitz conditions

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References

1983Stochastic Differential Equations and Diffusion Processes3,836 cited
1997Stochastic Analysis1,035 cited
1977A comparison theorem for solutions of stochastic differential equations and its applications304 cited
2005A study of a class of stochastic differential equations with non-Lipschitzian coefficients137 cited
1981On the strong comparison theorems for solutions of stochastic differential equations64 cited

Cited by

2007Flow of Homeomorphisms and Stochastic Transport Equations30 cited
2010Stochastic differential equations with coefficients in Sobolev spaces30 cited

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