# Exit Boundaries of Multidimensional SDEs

**Authors:** Russell Lyons

arXiv: 1902.06735 · 2020-11-24

## TL;DR

This paper proves that solutions to certain multidimensional stochastic differential equations (SDEs) with Lipschitz coefficients do not reach the set where coefficients vanish unless starting there, clarifying boundary behavior.

## Contribution

It establishes a boundary non-attainment result for multidimensional SDEs with Lipschitz coefficients, extending understanding of their solution paths.

## Key findings

- Solutions never reach the zero-coefficient set unless starting there
- Provides conditions under which boundary hitting is impossible
- Enhances theoretical understanding of multidimensional SDE behavior

## Abstract

We show that solutions to multidimensional SDEs with Lipschitz coefficients and driven by Brownian motion never reach the set where all coefficients vanish unless the initial position belongs to that set.

## Full text

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## References

1 references — full list in the complete paper: https://tomesphere.com/paper/1902.06735/full.md

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Source: https://tomesphere.com/paper/1902.06735