Results 181 to 190 of about 53,922 (203)

Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients

Acta Mathematicae Applicatae Sinica, English Series
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Xu, Si-yan, Zhang, Yi-dong
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Anticipated backward stochastic differential equations with non-Lipschitz coefficients

Statistics & Probability Letters, 2012
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Wu, Hao, Wang, Wenyuan, Ren, Jie
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Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients

Journal of Intelligent & Fuzzy Systems, 2016
We study fuzzy stochastic differential equations driven by multidimensional Brownian motion with solutions of decreasing fuzziness. The drift and diffusion coefficients are random. Under a non-Lipschitz condition, the existence and pathwise uniqueness of solutions to such the equations are proven.
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Multi-term Time-Fractional Stochastic Differential Equations with Non-Lipschitz Coefficients

Differential Equations and Dynamical Systems, 2019
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Vikram Singh, Dwijendra N Pandey
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On the stochastic integral equations with non-lipschitz coefficients

Stochastic Analysis and Applications, 2002
Consider the stochastic integral equation (S.I.E.) where f satisfies some non-Lipschitz condition and H,Z are F t -semimartingales, continuous or discontinuous, on some probability space (Ω,F,{F t } t∈R + ,P). We prove that if f satisfies Condition H 1 or H 2 (defined in Sec. 0), then both the existence and the uniqueness of the solutions of 1 hold.
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Itô SDEs with Non-Lipschitz Coefficients

2022
Francesco Russo, Pierre Vallois
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Balanced numerical schemes for SDEs with non-Lipschitz coefficients

2017
In this chapter, we discuss numerical methods for SDEs with coefficients of polynomial growth. The nonlinear growth of the coefficients induces instabilities, especially when the nonlinear growth is polynomial or even exponential. For stochastic differential equations (SDEs) with coefficients of polynomial growth at infinity and satisfying a one-sided ...
Zhongqiang Zhang, George Em Karniadakis
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Equations with non-Lipschitz coefficients

2011
S. Peszat, J. Zabczyk
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Split-step theta Milstein methods for SDEs with non-globally Lipschitz diffusion coefficients

Applied Numerical Mathematics, 2022
Siqing Gan
exaly  

Fractional SPDEs with non-Lipschitz coefficients

Random Operators and Stochastic Equations, 2009
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