Abstract

We study m-dimensional SDE , where {W i } i≥1 is an infinite sequence of independent standard one-dimensional Brownian motions. Existence and pathwise uniqueness, non-explosion, and a Freidlin-Wentzell large deviations principle of strong solutions to the SDE are established under modulus of continuity of the coefficients is less than , which are different from that results constructed recently by Cao and He [2] and Fang and Zhang [6].

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