Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection (Q1283588)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection |
scientific article |
Statements
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection (English)
0 references
1 June 1999
0 references
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.
0 references
parabolic stochastic differential equations with non-Lipschitz coefficients
0 references
0 references
0 references
