期刊文献+

非Lipschitz系数随机波动方程适度解的存在唯一性(英文)

Existence and Uniqueness of Stochastic Wave Equation with Non-Lipschitz Coefficients
下载PDF
导出
摘要 本文在系数为非Lipschitz条件下(Lipschitz和线性增长作为其特例),通过构造逐次逼近列的方法证明了随机波动方程适度解的存在唯一性. Under a non-Lipschitz condition with the Lipschitz condition being considered as a special case and a weakened linear growth condition,we prove existence and uniqueness of mild solution for stochastic wave equation by investigating the convergence of the successive approximations.
出处 《应用数学》 CSCD 北大核心 2011年第4期705-711,共7页 Mathematica Applicata
基金 the National Natural Science Foundation of China(60874114)
关键词 随机波动方程 适度解 存在唯一性 Stochastic wave equation Mild solution Existence and uniqueness
  • 相关文献

参考文献10

  • 1Da Prato, Zabczyk J. Stochastic equations in infinite dimensions[C]//Encyclopedia of Mathematics and Its Applications, Vol. 44. Cambridge : Cambridge University Press, 1992.
  • 2Da Prato,Zabczyk J. Ergodieity for Infinite Dimensional Systems[M]. Cambridge: Cambridge University Press, 1996.
  • 3LIU Kai. Stability of infinite dimensional stochastic differential equations with applications[C]//Mono- graphs and Surveys in Pure and Applied Mathematics, Vol. 135. Boca Ratom Chapman & Hall/CRC, 2006.
  • 4Chow P L. Stochastic partial differential equations[C]//Applied Mathematics and Nonlinear Science Se- ries. Boca Raton: Chapman & Hall/CRC,2007.
  • 5Govindan T E. Almost sure exponential stability for stochastic neutral partial functional differential equa- tions[J]. Stochastics,2005,77(2) : 139-154.
  • 6Taniguchi T. Successive approximations to solutions of stochastic differential equations[J]. Journal of Differential Equations, 1992,96 : 152-169.
  • 7XIE Bin. The stochastic parabolic partial differential equation with non-Lipschitz coefficients on the un- bounded domain[J]. Journal of Mathematical Analysis and Applications, 2008,339 (1) : 705-718.
  • 8Boukfaoui Y E,Erraoui M. Remarks on the existence and approximation for semilinear stochastic differ- ential equations in Hilbert spaces[J]. Stochastic Analysis and Applications, 2002,20 (3) : 495-518.
  • 9Mahmudov N I. Existence and uniqueness results for neutral SDEs in Hilbert spaces[J]. Stochastic Anal- ysis and Applications, 2006,24 : 79-95.
  • 10Barbu D. Local and global existence for mild solutions of stochastic differential equations[J]. Portugal. Math. 01998,55(4):411-424.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部