The Existence of Strong Solutions for a Class of Stochastic Differential Equations
Author
Source
International Journal of Differential Equations
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-10-15
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients.
More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous.
The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations.
American Psychological Association (APA)
Zhang, Junfei. 2018. The Existence of Strong Solutions for a Class of Stochastic Differential Equations. International Journal of Differential Equations،Vol. 2018, no. 2018, pp.1-5.
https://search.emarefa.net/detail/BIM-1170749
Modern Language Association (MLA)
Zhang, Junfei. The Existence of Strong Solutions for a Class of Stochastic Differential Equations. International Journal of Differential Equations No. 2018 (2018), pp.1-5.
https://search.emarefa.net/detail/BIM-1170749
American Medical Association (AMA)
Zhang, Junfei. The Existence of Strong Solutions for a Class of Stochastic Differential Equations. International Journal of Differential Equations. 2018. Vol. 2018, no. 2018, pp.1-5.
https://search.emarefa.net/detail/BIM-1170749
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1170749
