Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations

Author(s)

• Cox, Sonja
• Hutzenthaler, Martin
• Jentzen, Arnulf

Bibliographic Information

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations

Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen

（Memoirs of the American Mathematical Society, no.1481）

American Mathematical Society, c2024

Note

"April 2024, volume 296, number 1481 (seventh of 7 numbers)"

Includes bibliographical references (p. 87-90)

Details

• NCID: BD07522203
• ISBN:
  • 9781470467012
• LCCN: 2024029806
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Providence, RI
• Pages/Volumes: v, 90 p.
• Size: 26cm
• Classification:
  • LCC : QA274.23
  • DC23 : 519.2/2
• Subject Headings:
  • LCSH : Stochastic differential equations
  • LCSH : Lipschitz spaces
  • FREE : Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations msc
  • FREE : Probability theory and stochastic processes -- Stochastic analysis -- Stochastic partial differential equations msc
• Parent Bibliography ID:
  • BA00035927