Results 21 to 30 of about 53,922 (203)

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Modern Stochastics: Theory and Applications, 2014
In the paper we establish strong uniqueness of solution of a system of stochastic differential equations with random non-Lipschitz coefficients that involve both the square integrable continuous vector martingales and centered and non-centered Poisson ...
G. Kulinich, S. Kushnirenko
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Analysis of Finite Solution Spaces of Second-Order ODE with Dirac Delta Periodic Forcing

Axioms, 2023
Second-order Ordinary Differential Equations (ODEs) with discontinuous forcing have numerous applications in engineering and computational sciences.
Susmit Bagchi
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Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients

Journal of Applied Mathematics, 2012
The numerical methods in the current known literature require the stochastic differential equations (SDEs) driven by Poisson random measure satisfying the global Lipschitz condition and the linear growth condition.
Hui Yu, Minghui Song
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Asymptotic Separation of Solutions to Fractional Stochastic Multi-Term Differential Equations

Fractal and Fractional, 2021
In this paper, we study the exact asymptotic separation rate of two distinct solutions of Caputo stochastic multi-term differential equations (Caputo SMTDEs).
Arzu Ahmadova, Nazim I. Mahmudov
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Fr\'echet differentiability of mild solutions to SPDEs with respect to the initial datum [PDF]

, 2019
We establish n-th order Fr\'echet differentiability with respect to the initial datum of mild solutions to a class of jump-diffusions in Hilbert spaces. In particular, the coefficients are Lipschitz continuous, but their derivatives of order higher than ...
Marinelli, Carlo, Scarpa, Luca
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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion [PDF]

, 2016
In this paper, we are concerned with the stochastic averaging principle for stochastic differential equations (SDEs) with non-Lipschitz coefficients driven by fractional Brownian motion (fBm) of the Hurst parameter H ∈ ( 1 , 1).
Jiang-lun Wu
core   +1 more source

Well-Posedness of the Cauchy Problem for Hyperbolic Equations with Non-Lipschitz Coefficients

Abstract and Applied Analysis, 2009
We consider hyperbolic equations with anisotropic elliptic part and some non-Lipschitz coefficients. We prove well-posedness of the corresponding Cauchy problem in some functional spaces.
Akbar B. Aliev, Gulnara D. Shukurova
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Generalized Stochastic Burgers' Equation with Non-Lipschitz Diffusion Coefficient

Communications on Stochastic Analysis, 2019
Summary: We study the existence of weak solutions to the one-dimensional generalized stochastic Burgers' equation with polynomial nonlinearity perturbed by space-time white noise with Dirichlet boundary conditions and \(\alpha\)-Hölder continuous coefficient in noise term, where \(\alpha\in[1/2,1)\).
Kumar, Vivek, Giri, Ankik Kumar
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Euler's Scheme of Mckean-Vlasov Sdes with Non-Lipschitz Coefficients

, 2023
In this paper, we show the strong well-posedness of Mckean-Vlasov SDEs with non-Lipschitz coefficients. Moreover, propagation of chaos and the convergence rate for Euler's scheme of Mckean-Vlasov SDEs are also obtained.
Wang, Zhen, Ren, Jie, Miao, Yu
openaire   +2 more sources

Analysis of segregated boundary-domain integral equations for BVPs with non-smooth coefficients on Lipschitz domains

Boundary Value Problems, 2018
Segregated direct boundary-domain integral equations (BDIEs) based on a parametrix and associated with the Dirichlet and Neumann boundary value problems for the linear stationary diffusion partial differential equation with a variable Hölder-continuous ...
Sergey E. Mikhailov
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