NON-LIPSCHITZ

作品数：36被引量：36H指数：2
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相关作者：司徒荣尹居良更多>>
相关机构：中山大学暨南大学电子科技大学重庆师范大学更多>>
相关期刊：《Acta Mathematicae Applicatae Sinica》《Probability, Uncertainty and Quantitative Risk》《Acta Mathematica Scientia》《Chinese Journal of Electronics》更多>>
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On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition
《Journal of Mathematical Research and Exposition》2011年第1期142-146,共5页Wei Yin FEI 
Supported by the National Basic Research Program of China (973 Program,Grant No.2007CB814901);the National Natural Science Foundation of China (Grant No.10826098);the Natural Science Foundation of Anhui Province (Grant No.090416225);Anhui Natural Science Foundation of Universities (Grant No.KJ2010A037)
Under the non-Lipschitzian condition, a small time large deviation principle of diffusion processes on Hilbert spaces is established. The operator theory and Gronwall inequality play an important role.
关键词：small time large deviation principle stochastic evolution equation non-Lipschitzian condition rate function Ito formula. 
RELATIONS BETWEEN SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SEMIMARTINGALE WITH NON-LIPSCHITZ COEFFICIENTS被引量：1
《Annals of Differential Equations》2010年第1期16-23,共8页Weiyin Fei School of Math. and Physics, Anhui University of Technology and Science,Wuhu 241000, Anhui 
Project supported by National Basic Research Program of China (973 Program,No.2007CB814901);National Natural Science Foundation of China (No.10826098);Anhui Natural Science Foundation (No.090416225);Anhui Natural Science Foundation of Universities
In this paper, a class of stochastic differential equations (SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied. We investigate the dependence of solutions to SDEs on the initial value. To obta...
关键词：stochastic differential equations dependence of initial values local characteristic of semimartingale continuous version flow of homeomorphisms 
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