Multivalued Stochastic Differential Equations with Non-Lipschitz Coeffcients
Multivalued Stochastic Differential Equations with Non-Lipschitz Coeffcients
摘要
The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.
基金
supported by the National Natural Science Foundation of China (No.10871215).
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