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| Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients |
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Citation： |
Siyan XU.Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients[J].Chinese Annals of Mathematics B,2009,30(3):321~332 |
| Page view： 1726
Net amount： 1145 |
Authors： |
Siyan XU; |
Foundation： |
the National Natural Science Foundation of China (No. 10871215). |
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| Abstract： |
The existence and uniqueness of solutions to the multivalued stochastic differ-
ential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications
of the solutions are obtained. |
Keywords： |
Multivalued stochastic differential equation, Maximal monotone operator,
Non-Lipschitz, Bicontinuity |
Classification： |
60H10 |
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