Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients (Q329746): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R11 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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| Property / zbMATH DE Number: 6642454 / rank | |||
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stochastic differential equations of Sobolev-type | |||
| Property / zbMATH Keywords: stochastic differential equations of Sobolev-type / rank | |||
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existence | |||
| Property / zbMATH Keywords: existence / rank | |||
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uniqueness | |||
| Property / zbMATH Keywords: uniqueness / rank | |||
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fractional derivatives | |||
| Property / zbMATH Keywords: fractional derivatives / rank | |||
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non-Lipschitz coefficients | |||
| Property / zbMATH Keywords: non-Lipschitz coefficients / rank | |||
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numerical example | |||
| Property / zbMATH Keywords: numerical example / rank | |||
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mild solution | |||
| Property / zbMATH Keywords: mild solution / rank | |||
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Hilbert space | |||
| Property / zbMATH Keywords: Hilbert space / rank | |||
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Revision as of 03:49, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients |
scientific article |
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Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients (English)
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21 October 2016
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stochastic differential equations of Sobolev-type
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existence
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uniqueness
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fractional derivatives
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non-Lipschitz coefficients
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numerical example
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mild solution
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Hilbert space
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