Existence and uniqueness of solutions for stochastic differential equations with locally one-sided Lipschitz condition

Existence and uniqueness of solutions for stochastic differential equations with locally one-sided Lipschitz condition

This paper investigated stochastic differential equations (SDEs) with locally one-sided Lipschitz coefficients. Apart from the local one-sided Lipschitz condition, a more general condition was introduced to replace the monotone condition. Then, in terms of Euler's polygonal line method, the exi...

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Autors principals: Fangfang Shen, Huaqin Peng
Format: Article
Idioma:English
Publicat: AIMS Press 2024-07-01
Col·lecció:AIMS Mathematics
Matèries:
stochastic differential equations
locally one-sided lipschitz
existence and uniqueness
moment boundedness
Accés en línia:https://www.aimspress.com/article/doi/10.3934/math.20241099?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.20241099?viewType=HTML

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