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L^p Solutions of BSDEs with a New Kind of non-lipschitz Coefficients

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Acta Mathematicae Applicatae Sinica 2019年第4期35卷 695-707页

作者： Shengjun FAN Long JIANG School of Mathematics China University of Mining and Technology

In this paper, we are interested in solving multidimensional backward stochastic differential equations(BSDEs) with a new kind of non-lipschitz coefficients. We establish an existence and uniqueness result of the L^p(... 详细信息

关键词： backward stochastic differential equation non-lipschitz coefficients Mao’s condition Constantin’s condition Lp solution

EULER SCHEME AND MEASURABLE FLOWS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH non-lipschitz COEFFICIENTS

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Acta Mathematica Scientia 2018年第1期38卷 157-168页

作者：王志明 College of Science Wuhan University of Science and Technology

For a stochastic differential equation with non-lipschitz coefficients, we construct, by Euler scheme, a measurable flow of the solution, and we prove the solution is a Markov process.

关键词： stochastic differential equation Euler scheme measurable flow Markov property non-lipschitz

Multivalued Stochastic Differential Equations with non-lipschitz Coeffcients

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Chinese Annals of Mathematics,Series B 2009年第3期30卷 321-332页

作者： Siyan XU School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan 430074 China

The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.

关键词： Multivalued stochastic differential equation Maximal monotone operator non-lipschitz Bicontinuity

REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH non-lipschitz COEFFICIENTS

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Acta Mathematica Scientia 2013年第3期33卷 872-882页

作者：姜国王湘君 School of Mathematics and Statistics Huazhong University of Science and Technology School of Mathematics and Statistics Hubei Normal University

This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.

关键词： Stochastic Volterra equation Brownian sheet Bihari's inequality non-lipschitz Picard's approximation

Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-lipschitz reaction

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Statistical Theory and Related Fields 2022年第4期6卷 299-308页

作者： Juan Yang School of Science Beijing University of Posts and TelecommunicationsBeijingPeople's Republic of China

In this article,we obtain a central limit theorem and prove a moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-lipschitz reaction term.

关键词： non-lipschitz central limit theorems moderation deviations