ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
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Publication:3405583
DOI10.1142/S0219493709002774zbMath1204.60059arXivmath/0703260MaRDI QIDQ3405583
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (25)
Statistical null-controllability of stochastic nonlinear parabolic equations ⋮ Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps ⋮ Stochastic Volterra equations in Banach spaces and stochastic partial differential equation ⋮ Well-posedness of stochastic partial differential equations with Lyapunov condition ⋮ SPDE in Hilbert space with locally monotone coefficients ⋮ Well-posedness of backward stochastic partial differential equations with Lyapunov condition ⋮ Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients ⋮ The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients ⋮ On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity ⋮ Evolution systems of probability measures for nonautonomous Klein-Gordon Itô equations on \(\mathbb{Z}^N\) ⋮ Large deviation principle for a class of SPDE with locally monotone coefficients ⋮ Ergodicity of transition semigroups for stochastic fast diffusion equations ⋮ Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives ⋮ Random attractors for a class of stochastic partial differential equations driven by general additive noise ⋮ On a random scaled porous media equation ⋮ Large deviations for stochastic evolution equations with small multiplicative noise ⋮ Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise ⋮ Martingale solutions and Markov selections for stochastic partial differential equations ⋮ Periodic, almost periodic and almost automorphic solutions for SPDEs with monotone coefficients ⋮ Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications ⋮ NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations ⋮ Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs ⋮ Large deviation principle for stochastic heat equation with memory ⋮ Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
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