Results 1 to 10 of about 53,922 (203)
Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients
Mathematics, 2022 The work presented in this paper focuses on a type of differential equations called anticipated backward doubly stochastic differential equations (ABDSDEs) whose generators not only depend on the anticipated terms of the solution (Y·,Z·) but also satisfy
Tie Wang, Siyu Cui
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Positive Solutions of the Fractional SDEs with Non-Lipschitz Diffusion Coefficient [PDF]
Mathematics, 2020 We study a class of fractional stochastic differential equations (FSDEs) with coefficients that may not satisfy the linear growth condition and non-Lipschitz diffusion coefficient.
Kęstutis Kubilius, Aidas Medžiūnas
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Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients [PDF]
SIAM Journal on Control and Optimization, 2021 In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in terms of a Lyapunov function.
Xiaojie Ding, Huijie Qiao
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Hyperbolic operators with non-Lipschitz coefficients [PDF]
Duke Mathematical Journal, 1995 In a joint paper of some years ago [Ann. Sc. Norm. Super. Pisa, Cl. Sci., IV. Ser. 6, 511-559 (1979; Zbl 0417.35049)], the first author, \textit{E. De Giorgi} and the reviewer investigated the solvability of a strictly hyperbolic Cauchy problem of the form \[ \partial^2_t u= \sum \partial_i(a_{ij}, \partial_j u),\quad u(0, x)= u_0(x),\quad \partial_t u(
COLOMBINI, FERRUCCIO, N. LERNER
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Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients [PDF]
Bulletin of Mathematical Sciences, 2019 This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients.
Li Tan, Chenggui Yuan
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Mathematics, 2023 In this paper, we present a study on mean square approximate controllability and finite-dimensional mean exact controllability for the system governed by linear/semilinear infinite-dimensional stochastic evolution equations.
Nazim I. Mahmudov
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Large Deviations and Exit-times for reflected McKean-Vlasov equations with self-stabilizing terms and superlinear drifts [PDF]
, 2020 We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition.
Adams, Daniel +4 more
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SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
Bernoulli, 2023 In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H lder continuous diffusion coefficients and the spatial domain in finite interval, $[0,1]$, and with Dirichlet, Neumann or mixed nonhomogeneous random ...
Xiong, Jie, Yang, Xu
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Ulam–Hyers stability and exponentially dichotomic equations in Banach spaces
Electronic Journal of Qualitative Theory of Differential Equations, 2023 For finite-dimensional linear differential systems with bounded coefficients, we prove that their exponential dichotomy on $\mathbb{R}$ is equivalent to their Ulam–Hyers stability on $\mathbb{R}$ with uniqueness. We also consider abstract non-autonomous
Adriana Buică
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Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions
Fractal and Fractional, 2023 This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ϰ∈(0,1) by ...
Abdellatif Ben Makhlouf +3 more
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