On Regularization by a Small Noise of Multidimensional Odes with Non-Lipschitz Coefficients
نویسندگان
چکیده
We solve a selection problem for multidimensional SDE dX(t) = a(X
منابع مشابه
On Stochastic Evolution Equations with Non-lipschitz Coefficients
In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, wh...
متن کاملL-solution of reflected generalized BSDEs with non-Lipschitz coefficients
In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) and fixed terminal time with use some new technical aspects of the stochastic calculus related to the reflected generalized BSDE. Here, existence and uniqueness of solution is proved under the non-Lipschitz condition on the coefficients.
متن کاملThe Cauchy Problem for Wave Equations with non Lipschitz Coefficients
In this paper we study the Cauchy problem for second order strictly hyperbolic operators of the form
متن کاملTheta schemes for SDDEs with non-globally Lipschitz continuous coefficients
Keywords: Stochastic differential delay equation (SDDE) Split-step theta scheme Stochastic linear theta scheme Strong convergence rate Exponential mean square stability a b s t r a c t This paper establishes the boundedness, convergence and stability of the two classes of theta schemes, namely split-step theta (SST) scheme and stochastic linear theta (SLT) scheme, for stochastic differential de...
متن کاملNumerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients
The numerical methods in the current known literature require the stochastic differential equations SDEs driven by Poisson randommeasure satisfying the global Lipschitz condition and the linear growth condition. In this paper, Euler’s method is introduced for SDEs driven by Poisson random measure with non-Lipschitz coefficients which cover more classes of such equations than before. Themain aim...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Ukrainian Mathematical Journal
سال: 2021
ISSN: ['0041-5995', '1573-9376']
DOI: https://doi.org/10.1007/s11253-021-01865-7