### POSITIVITY OF SOLUTION OF NONHOMOGENEOUS STOCHASTIC DIFFERENTIAL EQUATION WITH NON-LIPSCHITZ DIFFUSION

**YULIYA MISHURA AND SVITLANA POSASHKOVA**

*Theory of Stochastic Processes*

*Vol.14 (30), no.3-4, 2008, pp.77-88*

We give a sufficient condition on coefficients of a nonhomogeneous stochastic differential equation with non-Lipschitz diffusion for a solution starting from arbitrary nonrandom positive point to stay positive. Some examples of application of the condition mentioned above are considered.

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