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...
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 語言: | English |
| 出版: |
AIMS Press
2024-07-01
|
| 叢編: | AIMS Mathematics |
| 主題: | |
| 在線閱讀: | https://www.aimspress.com/article/doi/10.3934/math.20241099?viewType=HTML |