Properties of Solutions to Stochastic Set Differential Equations under Non-Lipschitzian Coefficients
نویسندگان
چکیده
منابع مشابه
Harnack inequalities for stochastic ( functional ) differential equations with non - Lipschitzian coefficients ∗
By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and nonLipschitzian coefficients. To construct the required couplings, two results on existence and uniqueness of solutions on an open domain are presented.
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2014
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2014/381972