https://spiral.imperial.ac.uk/entities/publication/6e903370-4ead-42c2-9a67-f27e25043421
Strong completeness for a class of stochastic differential equations with irregular coefficients
We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous...
strong completenessfor astochastic differentialclassequations