Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients

作者：Xu Siyan^*

来源：Chinese Annals of Mathematics Series B, 2009, 30(3): 321-332.

DOI：10.1007/s11401-007-0360-3

• Multivalued stochastic differential equation
• Maximal monotone operator
• Non-Lipschitz
• Bicontinuity

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.

• 出版日期2009-5
• 单位华中科技大学