Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients

Title:

Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients

Creator:

Barbu, Dorel and Bocsan, Gheorghe

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:f4d5cb8e-30a7-42d6-9f7b-2eb235b4fdc6
uuid:f4d5cb8e-30a7-42d6-9f7b-2eb235b4fdc6

Subject:

mild solution and Picard approximations

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

87-95

Source:

Czechoslovak Mathematical Journal | 2002 Volume:52 | Number:1

Harvested from:

CDK

Metadata only:

false