Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations (Paperback)

Paperback. The Memoirs of the AMS is devoted to the publication of new research in all areas of pure and applied mathematics. The Memoirs is designed particularly to publish long papers of groups of cognate papers in book form, and is under the supervision of the Editorial Committee of the AMS journal Transactions of the American Mathematical Society. All papers are peer-reviewed. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.