Results 221 to 230 of about 8,616 (247)

On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients

Random Operators and Stochastic Equations, 1998
The authors considers a parabolic stochastic partial differential equation of the form \[ {\partial u(t,x)\over \partial t}= {\partial^2 u(t,x)\over \partial x^2} +b(t,x,u(t,x))+\sigma(t,x,u(t,x)) {\partial^2 W(t,x)\over \partial t\partial x}, \] where \({\partial^2 W(t,x)}/{\partial z\partial x}\) is the formal derivative of the Brownian sheet.
Eddahbi, M., Erraoui, M.
openaire   +1 more source

Evolution differential equations with non-Lipschitz nonlinearities

Differential Equations, 2014
We suggest a generalization of the Peano theorem (on the existence of a solution of the Cauchy problem for a differential system) to the case of an infinite-dimensional phase space.
openaire   +1 more source

BSΔEs and BSDEs with non-Lipschitz drivers

Bernoulli, 2013
We provide existence results and comparison principles for solutions of backward stochastic difference equations (BSΔEs) and then prove convergence of these to solutions of backward stochastic differential equations (BSDEs) when the mesh size of the time-discretizaton goes to zero. The BSΔEs and BSDEs are governed by drivers fN(t,ω,y,z) and f(t,ω,y,z),
Cheridito, P., Stadje, M.A.
openaire   +1 more source

Itô SDEs with Non-Lipschitz Coefficients

2022
Francesco Russo, Pierre Vallois
openaire   +1 more source

Equations with non-Lipschitz coefficients

2011
S. Peszat, J. Zabczyk
openaire   +1 more source

Differential inequalities and non-lipschitz scalar functions

Mathematical Systems Theory, 1970
openaire   +2 more sources

Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients

Information Sciences, 2007
Wei-Yin Fei
exaly  

Non-Lipschitz Homogeneous Volterra Integral Equations

2018
M. R. Arias, R. Benítez, V. J. Bolós
openaire   +1 more source

Smoothing Neural Network for Constrained Non-Lipschitz Optimization With Applications

IEEE Transactions on Neural Networks and Learning Systems, 2012
Wei Bian, xiaojun chen
exaly  

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2011
Martin Hutzenthaler, Arnulf Jentzen
exaly