Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
著者
書誌事項
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
(Memoirs of the American Mathematical Society, no.1481)
American Mathematical Society, c2024
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注記
"April 2024, volume 296, number 1481 (seventh of 7 numbers)"
Includes bibliographical references (p. 87-90)
内容説明・目次
内容説明
The Memoirs of the AMS is devoted to the publication of new research in all areas of pure and applied mathematics. The Memoirs is designed particularly to publish long papers of groups of cognate papers in book form, and is under the supervision of the Editorial Committee of the AMS journal Transactions of the American Mathematical Society. All papers are peer-reviewed.
目次
1. Introduction
2. Strong stability analysis for solutions of SDEs
3. Strong completeness of SDEs
4. Examples of SODEs
5. Examples of SPDEs
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