Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

DOI10.1080/07362990701420100MaRDI QIDQ5459764zbMATH OpenOpenAlexFDO

Authors Bin Xie

Publication date 29 April 2008

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990701420100

zbMATH Keywords

space-time white noisestochastic differential equationsmild solutioncylindrical Wiener processlimiting problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)

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Cites work

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• Existence of Weak Solutions to Stochastic Evolution Inclusions
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Holder Type Conditions for Stability of Stochastic Functional Differential Equations
• Inequalities for differential and integral equations
• Random Motion of Strings and Related Stochastic Evolution Equations with Monotone Nonlinearities
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
• Stability of Infinite Dimensional Stochastic Differential Equations with Applications
• Stochastic Equations in Infinite Dimensions
• Successive approximations to solutions of stochastic differential equations

Cited in

(38)

• scientific article; zbMATH DE number 4098425 (Why is no real title available?)
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• Approximating the coefficients in semilinear stochastic partial differential equations
• Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
• The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
• Persistence and existence of stationary measures for a logistic growth model with predation
• Multivalued stochastic differential equations with non-Lipschitz coefficients
• Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• On the well-posedness of the stochastic 2D primitive equations
• Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
• Stability analysis of stochastic fractional-order competitive neural networks with leakage delay
• Stochastic Volterra equations of nonscalar type in Hilbert space
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• scientific article; zbMATH DE number 5257362 (Why is no real title available?)
• The existence of energy solutions to 2-dimensional non-Lipschitz stochastic Navier-Stokes equations in unbounded domains
• Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients
• Almost periodic solutions to a stochastic differential equation in Hilbert spaces
• The non-Lipschitz stochastic Cahn-Hilliard-Navier-Stokes equations in two space dimensions
• scientific article; zbMATH DE number 3986320 (Why is no real title available?)
• Non-Autonomous stochastic differential equations in hubert spaces: Lyapunov Function, stability and ultimate boundedness
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
• Existence of weak solutions for stochastic differential equations and martingale solutions for stochastic semilinear equations
• On stochastic delay evolution equations with non-Lipschitz nonlinearities in Hilbert spaces.
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Asymptotic properties of stochastic partial differential equations in Hilbert spaces driven by non-Gaussian noise
• Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
• Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
• On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients.
• On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
• A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS
• Strict solutions of Kolmogorov equations in Hilbert spaces and applications
• Existence and uniqueness for a class of SPDEs driven by Lévy noise in Hilbert spaces
• THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
• Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations
• Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
• The stochastic parabolic partial differential equation with non-Lipschitz coefficients on the unbounded domain
• Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces

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