Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection (Q1283588)
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| Language | Label | Description | Also known as |
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| English | Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection |
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Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection (English)
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1 June 1999
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It is studied the existence of solutions for parabolic stochastic differential equations with non-Lipschitz coefficients. There are proved two theorems, one for comparing two solutions and the second one establishing the existence of solutions for equations when coefficients are depending on the past of the solution. In the last section it is constructed a solution using a penalisation method for a parabolic stochastic differential equation.
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parabolic stochastic differential equations with non-Lipschitz coefficients
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