NON-LIPSCHITZ

作品数：36被引量：36H指数：2
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相关领域：理学更多>>
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》《Acta Mathematica Scientia》《Chinese Journal of Electronics》《Probability, Uncertainty and Quantitative Risk》更多>>
相关基金：国家自然科学基金国家重点基础研究发展计划中国博士后科学基金安徽省自然科学基金更多>>
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EULER SCHEME AND MEASURABLE FLOWS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
《Acta Mathematica Scientia》2018年第1期157-168,共12页王志明 
For a stochastic differential equation with non-Lipschitz coefficients, we construct, by Euler scheme, a measurable flow of the solution, and we prove the solution is a Markov process.
关键词：stochastic differential equation Euler scheme measurable flow Markov property NON-LIPSCHITZ 
REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS
《Acta Mathematica Scientia》2013年第3期872-882,共11页姜国 王湘君 
supported by NSF (10971076 and 11061032) of China;Science and Technology Research Projects of Hubei Provincial Department of Education (Q20132505)
This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in t...
关键词：Stochastic Volterra equation Brownian sheet Bihari＇s inequality NON-LIPSCHITZ Picard＇s approximation 
HOMEOMORPHISM FLOWS FOR NON-LIPSCHITZ SDES DRIVEN BY LVY PROCESSES
《Acta Mathematica Scientia》2012年第3期1115-1125,共11页乔会杰 
supported by NSF (11001051) of China
In this article, homeomorphism flows for non-Lipschitz stochastic differential equations driven by Levy processes are studied.
关键词：Homeomorphism flows non-Lipschitz condition SDEs driven by Levy processes Ito-Ventzell formula for processes with jumps 
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