Results 161 to 169 of about 21,651 (169)

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  

Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise

Mathematical Methods in the Applied Sciences, 2015
Yong Xu, Bin Pei
exaly  

Exponential Observer for a Class of One-Sided Lipschitz Stochastic Nonlinear Systems

IEEE Transactions on Automatic Control, 2015
Michel Zasadzinski, Harouna Souley Ali
exaly  

Approximation of BSDE with non Lipschitz coefficient

Stochastic Analysis and Applications, 2022
exaly  

Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise

Applied Mathematics and Computation, 2015
Yong Xu, Bin Pei
exaly  

Backward doubly stochastic differential equations with stochastic Lipschitz condition

Statistics and Probability Letters, 2015
Jean-Marc Owo
exaly  

Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient

SIAM Journal on Mathematical Analysis, 2016
Feng-Yu Wang, Xicheng Zhang
exaly  

“Relative Continuity” for Non-Lipschitz Nonsmooth Convex Optimization Using Stochastic (or Deterministic) Mirror Descent

INFORMS Journal on Optimization, 2019
Haihao Lu
exaly  

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

Acta Mathematicae Applicatae Sinica, 2014
exaly