Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients (Q1723981)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients |
scientific article; zbMATH DE number 7022273
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients |
scientific article; zbMATH DE number 7022273 |
Statements
Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients (English)
0 references
14 February 2019
0 references
Summary: A class of stochastic set differential equations (SSDEs) with non-Lipschitzian coefficients is investigated. We first give the preliminaries on the stochastic set differential equations. Then the nonexplosion of solutions to the SSDEs is discussed. Moreover, the existence and uniqueness of the solutions to SSDEs are proven. Finally, the continuous dependence of the solutions to SSDEs is studied.
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9491922
0 references
0.9410671
0 references
0.9306155
0 references
0.93008465
0 references
0.9230423
0 references
0.9213875
0 references
0.9177246
0 references
