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...
| Những tác giả chính: | , |
|---|---|
| Định dạng: | Bài viết |
| Ngôn ngữ: | English |
| Được phát hành: |
AIMS Press
2024-07-01
|
| Loạt: | AIMS Mathematics |
| Những chủ đề: | |
| Truy cập trực tuyến: | https://www.aimspress.com/article/doi/10.3934/math.20241099?viewType=HTML |