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Stochastic Approximate Solutions of Stochastic Differential Equations with Random Jump Magnitudes and Non-Lipschitz Coefficients被引量：1
《Journal of Donghua University(English Edition)》2015年第4期642-647,共6页毛伟 胡良剑 
National Natural Science Foundations of China(Nos.11401261,11471071);Qing Lan Project of Jiangsu Province,China(No.2012);Natural Science Foundation of Higher Education Institutions of Jiangsu Province(No.13KJB110005);the Grant of Jiangsu Second Normal University(No.JSNU-ZY-02);the Jiangsu Government Overseas Study Scholarship,China
A class of stochastic differential equations with random jump magnitudes( SDEwRJMs) is investigated. Under nonLipschitz conditions,the convergence of semi-implicit Euler method for SDEwRJMs is studied. The main purpos...
关键词：stochastic differential equations(SDEs) random jump magnitudes numerical analysis non-Lipschitz coefficients 
Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients
《Journal of Donghua University(English Edition)》2011年第5期516-518,共3页费为银 
National Natural Science Foundation of China(No.71171003);Natural Science Foundation of Anhui Province of China(No.090416225);Natural Science Foundation of Universities of Anhui Province of China(No.KJ2010A037)
A class of stochastic differential equations(SDEs) driven by semimartingale with non-Lipschitz coefficients was studied.By using Gronwall inequality,the non-confluence of solutions is proved under the general conditions.
关键词：stochastic differential equations non-confluence of solutions local characteristic of semimartingale non-Lipschitz coefficients Gronwall lemma 
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