@inbook{80698eca91fa45128b49acdc11657c14,
title = "It{\^o} SDEs with Non-Lipschitz Coefficients",
abstract = "Stochastic differential equations are a complex and articulated subject. We extend the framework of the previous chapter by considering SDEs with non-Lipschitz coefficients. Typically square Bessel processes are solutions of SDEs where the diffusion term is a square root. In this chapter we also investigate the existence and uniqueness for SDEs in the pathwise sense as well as in law. We also discuss the time reversal of diffusions.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_13",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "445--489",
booktitle = "Bocconi and Springer Series",
}