Results 151 to 160 of about 21,651 (169)

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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Optimal Control Problems for Stochastic Reaction-Diffusion Systems with Non-Lipschitz Coefficients

SIAM Journal on Control and Optimization, 2001
The authors consider stochastic reaction-diffusion systems with distributed parameter controls in bounded domains of \(R^d\) with \(d\leq 3\). The system contains uniformly elliptic second order differential operator with regular real coefficients and reaction term \(f\) having polynomial growth together with its derivatives.
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Backward Stochastic Differential Equations on Markov Chains with Non-Lipschitz Coefficients

2019 Chinese Control Conference (CCC), 2019
In this paper, we study the well-posedness of stochastic systems whose state processes are governed by a class of backward stochastic differential equations related to finite state, continuous time Markov chains. We establish the existence, uniqueness of solutions for these equations under non-Lipschitz conditions.
Yi Peng, Hongchao Qian, Jinbiao Wu
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Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Stochastic Analysis and Applications, 2008
In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one.
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Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

SIAM Journal on Numerical Analysis, 2019
Jianbo Cui, Jialin Hong
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  

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

Asian Journal of Control, 2020
Guangchen Wang, Huanjun Zhang
exaly  

Fuzzy and Set-Valued Stochastic Differential Equations With Local Lipschitz Condition

IEEE Transactions on Fuzzy Systems, 2015
Marek T Malinowski
exaly  

Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations

Bulletin Des Sciences Mathematiques, 2010
Xicheng Zhang
exaly