A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration from \cite{BEHP, KBahlali, Bahlali}, we introduce a new {\it{local condition}} which ensures the pathwise uniqueness, as well as the non-contact property. We moreover show that the solution produces a stochastic flow of continuous maps and satisfies a large deviations principle of Freidlin-Wentzell type. Our conditions on the coefficients go beyond the existing ones in the literature. For instance, the coefficients are not assumed uniformly continuous and therefore can not satisfy the classical Osgood condition. The drift coefficient could not be locally monotone and the diffusion is neither locally Lipschitz nor uniformly elliptic. Our conditions on the coefficients are, in some sense, near the best possible. Our results are sharp and mainly based on Gronwall lemma and the localization of the time parameter in concatenated intervalsComment: in Stochastics An International Journal of Probability and Stochastic Processes, 201