Positive Solutions of the Fractional SDEs with Non-Lipschitz Diffusion Coefficient
We study a class of fractional stochastic differential equations (FSDEs) with coefficients that may not satisfy the linear growth condition and non-Lipschitz diffusion coefficient. Using the Lamperti transform, we obtain conditions for positivity of solutions of such equations. We show that the traj...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/1/18 |