Results 191 to 200 of about 932 (203)

Stochastic flows of SDEs with non-Lipschitz coefficients and singular time

Statistics & Probability Letters, 2019
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Xu, Jie, Wen, Jiaping, Mu, Jianyong, Liu, Jicheng   +3 more
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Some remarks on stochastic differential equations in the plane with local lipschitz coefficients

Statistics & Probability Letters, 1986
The author considers the stochastic differential equation \[ dX_ z=A(X_ z)dW_ z+B(X_ z)dz \] for a vector-valued process \((X_ z;z\in {\mathbb{R}}_+^ 2)\), \((W_ z;z\in {\mathbb{R}}_+^ 2)\) being a Wiener process. She gives bounds for the moments of \(\sup_{z}| X_ z|\) in terms of the initial condition \((\alpha_ z;z\in {\mathbb{R}}_+^ 2)\) and shows ...
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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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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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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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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
Yi-Qing Lin
exaly  

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

IEEE Transactions on Automatic Control, 2015
Asma Barbata, Michel Zasadzinski, Harouna Souley Ali   +2 more
exaly  

BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient

Random Operators and Stochastic Equations, 2019
Mohamed Marzougue, Mohamed El Otmani
exaly  

Numerical solutions of stochastic differential delay equations under local Lipschitz condition

Journal of Computational and Applied Mathematics, 2003
Xuerong Mao, Sotirios Sabanis
exaly  

Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

Applied Mathematics and Computation, 2018
Mahmoud Abouagwa
exaly