Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen
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Release Date: 30/06/2024
In this article we provide conditions on the coefficient functions of the stochastic differential equation and on p ? (0, ?] that are sufficient for local Lipschitz continuity in the strong Lp-sense with respect to the initial value and we establish explicit estimates for the local Lipschitz continuity constants.
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