Results 191 to 200 of about 53,922 (203)

Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients

Stochastics, 2021
Jie Xu, Jicheng Liu
exaly  

A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients

Applied Mathematics Letters, 2021
Quanxin Zhu
exaly  

Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients

Journal of Theoretical Probability, 2020
Huijie Qiao
exaly  

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

Information Sciences, 2007
Wei-Yin Fei
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  

Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients

Journal of Mathematical Analysis and Applications, 2018
Jie Xu, Jicheng Liu, Yu Miao
exaly  

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

Journal of Difference Equations and Applications, 2013
Xiaojie Wang, Siqing Gan
exaly  

A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients

Computers and Mathematics With Applications, 2011
Markéta Slábová, Leimin Wang
exaly  

The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients

Discrete and Continuous Dynamical Systems - Series B, 2019
Liangjian Hu, Xuerong Mao
exaly  

Order-preserving strong schemes for SDEs with locally Lipschitz coefficients

Applied Numerical Mathematics, 2017
Zhongqiang Zhang, Heping
exaly