On Stochastic Evolution Equations with non-Lipschitz Coefficients

Xicheng Zhang

On Stochastic Evolution Equations with non-Lipschitz Coefficients

概率论 2008-01-11 v2 偏微分方程分析

作者: Xicheng Zhang

摘要

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.

关键词

volterra equations stochastic differential equations partial differential equations

引用

@article{arxiv.math/0703260,
  title  = {On Stochastic Evolution Equations with non-Lipschitz Coefficients},
  author = {Xicheng Zhang},
  journal= {arXiv preprint arXiv:math/0703260},
  year   = {2008}
}

备注

Add two applications and correct some errors

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