Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

DOI10.1080/07362990701420100zbMath1144.60042OpenAlexW1970408146MaRDI QIDQ5459764

Bin Xie

Publication date: 29 April 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701420100

zbMATH Keywords

stochastic differential equationsmild solutionspace-time white noisecylindrical Wiener processlimiting problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)

Related Items (13)

Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces ⋮ Stability analysis of stochastic fractional-order competitive neural networks with leakage delay ⋮ Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise ⋮ The non-Lipschitz stochastic Cahn–Hilliard–Navier–Stokes equations in two space dimensions ⋮ Almost periodic solutions to a stochastic differential equation in Hilbert spaces ⋮ On pathwise uniqueness of stochastic evolution equations in Hilbert spaces ⋮ Existence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert Spaces ⋮ The existence of energy solutions to 2-dimensional non-Lipschitz stochastic Navier-Stokes equations in unbounded domains ⋮ The stochastic parabolic partial differential equation with non-Lipschitz coefficients on the unbounded domain ⋮ Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients ⋮ THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS ⋮ The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps ⋮ Persistence and existence of stationary measures for a logistic growth model with predation

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