Results 141 to 150 of about 21,651 (169)

Anticipated backward stochastic differential equations with non-Lipschitz coefficients

Journal of Mathematical Chemistry, 2021
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Zhou, Huihui, Han, Yun, Feng, Zhiguo, Yuan, Rui   +3 more
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Backward stochastic differential equations with non-Lipschitz coefficients

Statistics & Probability Letters, 2009
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Wang, Ying, Huang, Zhen
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Stochastic Integral Evolution Equations with Locally Monotone and Non-Lipschitz Coefficients

Frontiers of Mathematics, 2023
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Huang, Xiaomin, Hong, Wei, Liu, Wei
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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
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Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients

Potential Analysis, 2018
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Ren, Jiagang, Shi, Qun, Wu, Jing
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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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Backward doubly stochastic differential equations with non-Lipschitz coefficients

Random Operators and Stochastic Equations, 2008
The existence and uniqueness problem for backward doubly stochastic differential equations with coefficients satisfying non-Lipschitz assumptions is considered. The paper generalizes the results obtained by \textit{Y. Wang} and \textit{Z. Huang} [Preprint (2008)]. The existence and uniqueness theorem is proved.
N'zi, Modeste, Owo, Jean-Marc
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Multivalued stochastic differential equations with non-Lipschitz coefficients

Chinese Annals of Mathematics, Series B, 2009
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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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