Multivalued Stochastic Differential Equations with Non-Lipschitz Coeffcients  

作　　者：Siyan XU 

机构地区：[1]School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China

出　　处：《Chinese Annals of Mathematics,Series B》2009年第3期321-332,共12页数学年刊（B辑英文版）

基　　金：supported by the National Natural Science Foundation of China (No.10871215).

摘　　要：The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.

关 键 词：Multivalued stochastic differential equation Maximal monotone operator NON-LIPSCHITZ Bicontinuity 

分 类 号：O211.6[理学—概率论与数理统计] O211.63[理学—数学]