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...
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
AIMS Press
2024-07-01
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| Σειρά: | AIMS Mathematics |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.aimspress.com/article/doi/10.3934/math.20241099?viewType=HTML |