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STOCHASTIC DIFFERENTIAL UTILITY UNDER NON-LIPSCHITZ CONDITIONS

Acta Mathematica Scientia, 2000
Let \(W\) denote a standard Brownian motion. The announced aim of the paper is to study one-dimensional backward stochastic differential equations (BSDE) \[ dY_t(\omega)= -f(t,\omega, Y_t(\omega)) dt+ Z_t(\omega) dW_t(\omega),\quad t\in [0,T],\quad Y_T= \xi\in L^2(\Omega,{\mathcal F},P), \] under non-Lipschitz conditions on the driving coefficient \(f\)
Zhou, Shaofu, Wang, Xiangjun
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Effective bandwidth based on Lipschitz condition

IEEE Transactions on Circuit Theory, 1972
The effective bandwidth of signals which are such that they and/or their derivatives satisfy a Lipschitz condition are obtained.
P. Chirlian, C. Giardina
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Lipschitz conditions in conformally invariant metrics

Journal d'Analyse Mathématique, 1991
Let \(\gamma_ n\) and \(\tau_ n\) denote the capacities of the Grötzsch and Teichmüller rings in \(\mathbb{R}^ n\), respectively, and let \[ \varphi_{k,n}(r)=1/\gamma_ n^{-1}(k\gamma_ n(1/r)),\qquad \theta_{k,n}(r)=1/\tau_ n^{-1}(k\gamma_ n(1/r)), \] for \(r\in(0,1)\), \(k\geq 1\).
Ferrand, J., Martin, G. J., Vuorinen, M.
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Lipschitz conditions satisfied by Hankel transforms

Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 1995
It is shown that Hankel transforms of functions on certain weighted LP spaces satisfy Lipschitz and integral Lipschitz conditions. In particular, Fourier-cosine and Fourier-sine transforms satisfy such Lipschitz conditions on such spaces.
Heywood, P., Rooney, P. G.
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The Lipschitz condition without tears

International Journal of Mathematical Education in Science and Technology, 1991
The use of computers to find graphical solutions of ordinary differential equations (o.d.e.s.) increases the population to which we may teach the subject. At the same time it increases the importance of finding a clear and elementary way to the uniqueness problem.
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Lipschitz conditions,b-arcwise connectedness and conformal mappings

Journal d'Analyse Mathématique, 1982
Let f be a conformal mapping of a plane domain D onto the unit disk B. The authors are concerned with establishing (uniform) Hölder continuity of f or \(f^{-1}\) on D or B respectively, with Hölder exponents depending on various geometric characteristics of D.
Näkki, Raimo, Palka, Bruce
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Asymptotic formulas and Lipschitz conditions

1967
If we let p → ∞ in the theorems of § 6 they go over formally into theorems about the boundedness of x−γϕ(x)(−1 < y < 0) or of |x − a| −γ|ϕ(x)−ϕ(a)| (0 ϕ y < 1), and about the boundedness of nγ+1 λ n or of $$ {n^\gamma }\sum\limits_{k = n}^\infty {{\lambda _k}}. $$
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Newton’s Method under Different Lipschitz Conditions

2001
The classical Kantorovich theorem for Newton's method assumes that the derivative of the involved operator satisfies a Lipschitz condition ?F? (x0-1 [F? (x) - F? (y)] ? ? L?x - y? In this communication, we analyse the different modifications of this condition, with a special emphasis in the center-Lipschitz condition: ?F? (x0)-1 [F? (x) - F? (x0] ? ? ?(
José M. Gutiérrez   +1 more
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On the Hadamard lemma and the Lipschitz condition

Russian Mathematics, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Quasi-Lipschitz Conditions in Euler Flows

2005
In mathematical models of incompressible flow problems, quasi-Lipschitz conditions present a useful link between a class of singular integrals and systems of ordinary differential equations. Such a condition, established in suitable form for the first-order derivatives of Newtonian potentials in Open image in new window (Section 2) gives the main tool ...
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