On stochastic evolution equations with non-Lipschitz coefficients

DOI10.1142/S0219493709002774zbMATH Open1204.60059arXivmath/0703260MaRDI QIDQ3405583FDOQ3405583

Authors: Xicheng Zhang 

Publication date: 10 February 2010

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

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.

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

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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)

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Cited In (40)

• Large deviation principle for stochastic heat equation with memory
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
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• SPDE in Hilbert space with locally monotone coefficients
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• Statistical null-controllability of stochastic nonlinear parabolic equations
• On a random scaled porous media equation
• Martingale solutions and Markov selections for stochastic partial differential equations
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• Random attractors for a class of stochastic partial differential equations driven by general additive noise
• The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations
• Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
• Adapted solution of a backward semi-linear stochastic evolution equation with non-Lipschitz coefficients
• The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients
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• On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity
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• Title not available (Why is that?)
• Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
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• On a stochastic evolution equation with random growth conditions
• Existence and uniqueness of solutions to stochastic forest evolution system under non-Lipschitz condition

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