On stochastic evolution equations with non-Lipschitz coefficients

DOI10.1142/S0219493709002774MaRDI QIDQ3405583zbMATH OpenFDO

Authors Xicheng Zhang

Publication date 10 February 2010

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703260

zbMATH Keywords

backward SDEporous medium equationstochastic evolution equationsnon-Lipschitz coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, which includes the reaction diffusion and porous medium equations.

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Cited in

(40)

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