Results 171 to 180 of about 53,922 (203)

On Schrödinger type evolution equations with non-Lipschitz coefficients

Annali di Matematica Pura ed Applicata, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
CICOGNANI, MASSIMO, M. Reissig
openaire   +2 more sources

Backward stochastic differential equations with non-Lipschitz coefficients

Statistics & Probability Letters, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Ying, Huang, Zhen
openaire   +1 more source

Infinite time interval RBSDEs with non-Lipschitz coefficients

Journal of the Korean Statistical Society, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hua, Weiwei, Jiang, Long, Shi, Xuejun
openaire   +2 more sources

Anticipated backward stochastic differential equations with non-Lipschitz coefficients

Journal of Mathematical Chemistry, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, Huihui, Han, Yun, Feng, Zhiguo, Yuan, Rui   +3 more
openaire   +1 more source

BSDEs driven by G-Brownian motion with non-Lipschitz coefficients

Journal of Mathematical Analysis and Applications, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Mean‐field backward stochastic differential equation with non‐Lipschitz coefficient

Asian Journal of Control, 2019
AbstractThis paper establishes a new existence and uniqueness result of a solution for one dimensional mean‐field backward stochastic differential equation (MFBSDE), where its coefficient is weaker than the classical Lipschitz case. An example is given to illustrate its applicability.
Guangchen Wang, Huanjun Zhang
openaire   +1 more source

Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients

Potential Analysis, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ren, Jiagang, Shi, Qun, Wu, Jing
openaire   +2 more sources

Stochastic Integral Evolution Equations with Locally Monotone and Non-Lipschitz Coefficients

Frontiers of Mathematics, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huang, Xiaomin, Hong, Wei, Liu, Wei
openaire   +1 more source

Multivalued stochastic differential equations with non-Lipschitz coefficients

Chinese Annals of Mathematics, Series B, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Mean-field reflected BSDEs with non-Lipschitz coefficients

Journal of Mathematical Analysis and Applications
The authors study the existence and uniqueness of the solution for a class of backward stochastic differential equations (BSDEs) under the same kind of non-Lipschitz requirements as these given by \textit{X. Mao} [Stochastic Processes Appl. 58, No. 2, 281--292 (1995; Zbl 0835.60049)]. For the proofs, they use some ideas from the paper of Mao [loc. cit.]
Cui, Fengfeng, Zhao, Weidong
openaire   +1 more source