共查询到11条相似文献,搜索用时 46 毫秒
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文中将研究如下的无穷维空间的倒向半线性随机发 展方程x(t)+∫TteA(s-t)f(s,x(s),y(s))ds+∫Tte A(s-t )(g(s,x(s))+y(s))dw(s)=eA(T-t)X,在类似于Ymada条件下获得了该方程适度解的存在性和唯一性定理. 相似文献
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本文研究如下形式的无穷维空间的倒向半线性随机发展方程在系数f(t,x,y,),g(t,x)满足一类非Lipschitz条件下得到了方程局部与整体适应解的存在唯-性. 相似文献
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Siyan XU 《数学年刊B辑(英文版)》2009,30(3):321-332
The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained. 相似文献
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Xicheng Zhang 《Bulletin des Sciences Mathématiques》2007,131(2):175-217
By solving a deterministic Skorohod problem in the framework of evolutional triple, we prove the existence and uniqueness of solutions to multivalued stochastic evolution equations involving maximal monotone operators. The existence and uniqueness of invariant measures associated with the solutions as Markov processes are also considered in the present paper. Moreover, we apply the results to stochastic differential equations with normal reflecting boundary conditions and with singular drift terms, as well as a class of multivalued nonlinear stochastic partial differential equations with possibly discontinuous coefficients. 相似文献
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In this paper we prove a transfer principle for multivalued stochastic differential equations. 相似文献
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该文研究了非Lipschitz条件下的倒向重随机微分方程, 给出了此类方程解的存在唯一性 定理, 推广Pardoux和Peng 1994年的结论; 同时也得到了此类方程在非Lipschitz条件下的比较定理, 推广了Shi,Gu和Liu 2005年的结果. 从而推广倒向重随机微分方程在随机控制和随机偏微分方程在 粘性解方面的应用. 相似文献
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Existence and Uniqueness of Solutions to Time-delays Stochastic Fractional Differential Equations with Non-Lipschitz Coefficients 下载免费PDF全文
In this paper, we consider the existence and uniqueness of solutions to time-varying delays stochastic fractional differential equations (SFDEs) with non-Lipschitz coefficients. By using fractional calculus and stochastic analysis, we can obtain the existence result of solutions for stochastic fractional differential equations. 相似文献
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Abstract In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one. We establish the existence and the uniqueness of the solution and additionally, in our framework we consider a limiting problem for the mild solution. It is shown that the mild solution tends to the solution of the stochastic differential equation of Itô type in finite dimensional space. 相似文献
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倒向随机微分方程解的比较定理 总被引:13,自引:0,他引:13
毛学荣新近将彭实戈和Pardoux关于倒向随机策分方程解的存在性定理推广到非Lipschitz系数情景,此文将彭实戈的比较定理推广到这一情形,主要工具是Tanaka-Meyer公式,Davis不等式和Bihari不等式。 相似文献
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