Multivalued stochastic differential equations with non-Lipschitz coefficients

DOI10.1007/s11401-007-0360-3zbMath1179.60042OpenAlexW2045655165MaRDI QIDQ1044820

Siyan Xu

Publication date: 15 December 2009

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-007-0360-3

zbMATH Keywords

maximal monotone operatormultivalued stochastic differential equationnon-Lipschitzbicontinuity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

\(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients ⋮ Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition ⋮ On multivalued stochastic integral equations driven by semimartingales

Cites Work

• Stochastic flows for SDEs with non-Lipschitz coefficient.
• Study of a rheological model with a friction term and a cubic term: deterministic and stochastic cases
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• On the strong comparison theorems for solutions of stochastic differential equations
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