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Stochastic Differential Systems pp 27–35Cite as

On a class of stochastic differential equations which do not satisfy Lipschitz conditions

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 78))

Abstract

We study a class of nonlinear stochastic equations of the rotational motion of a rigid body subject to random torques. Nonlinear equations do not satisfy the Lipschitz conditions; we show the existence of "pathwise" unique solutions, which display some unexpected properties such as the first order distributions being asymptotically Gaussian.

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Authors and Affiliations

  1. Electrical Engineering Department, University of California at Los Angeles, Los Angeles, California, USA

    A. V. Balakrishnan

Authors
  1. A. V. Balakrishnan
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Editor information

Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1986 Springer-Verlag

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Balakrishnan, A.V. (1986). On a class of stochastic differential equations which do not satisfy Lipschitz conditions. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 78. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0041149

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  • DOI: https://doi.org/10.1007/BFb0041149

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16228-5

  • Online ISBN: 978-3-540-39767-0

  • eBook Packages: Springer Book Archive

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