On Stochastic Evolution Equations with non-Lipschitz Coefficients
Probability
2008-01-11 v2 Analysis of PDEs
Abstract
In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, which includes the reaction diffusion and porous medium equations.
Cite
@article{arxiv.math/0703260,
title = {On Stochastic Evolution Equations with non-Lipschitz Coefficients},
author = {Xicheng Zhang},
journal= {arXiv preprint arXiv:math/0703260},
year = {2008}
}
Comments
Add two applications and correct some errors