期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

一类非时齐非Lipschitz条件下随机偏微分方程解的存在性和唯一性(英文) 被引量：2

Existence and Uniqueness of Solutions of SPDE with Non-Lipschitz and Non-time-homogeneous Coefficients
在线阅读 下载PDF
导出
摘要 在系数满足非时齐非Lipschitz条件下,利用Picard型逼近法研究了随机偏微分方程解的存在性和唯一性,把Denis和Stoica文章(2004)中相应结论推广到更一般情形,并给出两个具体的例子. In this paper, using a Picard type method of approximation, we research the existence and uniqueness of solutions of stochastic partial differential equations whose coefficients satisfy non-Lipschitz condition and are non-time-homogeneous,generalizing Denis and Stoica＇s results in [1]. Two examples are given.
作者 谢颖超
机构地区 徐州师范大学数学科学学院
出处 《徐州师范大学学报（自然科学版）》 CAS 2007年第1期1-5,共5页 Journal of Xuzhou Normal University(Natural Science Edition)
基金 Research supported by the National Natural Science Foundation of China(10671168) Jiangsu Province(BK2006032) Educa-tion Department of Jiangsu Province(05KJD110220) Xuzhou Normal University(05PYL02) the Foundation of"Liu Da Ren Cai"Plan
关键词 随机偏微分方程 解的存在性与唯一性Picard逼近 非时齐 非LIPSCHITZ条件 stochastic partial differential equation existence and uniqueness of solution Picard approximation nontime-homogeneous non-Lipschitz condition
分类号 O211.63 [理学—概率论与数理统计]
  • 相关文献

参考文献1

二级参考文献8

  • 1Pardoux E,Peng S G.Adapted Solution of a Backward Stochastic Differential Equation.Systems and Control Letters,1990,14:55-61
  • 2Mao X R.Adapted Solutions of BSDE with Non-Lipschitz Coefficients.Stochastic Processes and Their Applications,1995,58:281-292
  • 3Zhong L Y,Xu M H.Local Existence and Uniqueness of Adapted Solution of a Backward Stochastic Evolution Equation in Hilbert Space.J.of Math.(PRC),1996,16(4):417-422 (in Chinese)
  • 4Wang Y,Wang X R.Adapted Solution of a Backward Stochastic Differential Equation with NonLipschitz Conditions.Chinese J.Appl.Probab.Statist.,2003,19(3):245-251 (in Chinese)
  • 5Tang S,Li X.Necessary Condition for Optimal Control of Stochastic Systems with Random Jumps.STAM J.Control Optim.,1994,32:1447-1475
  • 6Situ R.On Solution of BSDE with Jumps and Applications.Stochastic Processes and their Applications,1997,66:209-236
  • 7i J.Backward Stochastic Differential Equations with Jumps under Non-Lipschitz Condition.J.Shandong Univ.Nat.Sci.,2003,38(3):10-14 (in Chinese)
  • 8Situ R.Backward Stochastic Differential Equations with Jumps and Applications.Guangzhou:Guangdong Science and Technology Press,2000

同被引文献25

  • 1DONG Zhao,XIE YinChao.Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise[J].Science China Mathematics,2009,52(7):1497-1524. 被引量：13
  • 2Denis L, Stoica L. A general analytical result for nonlinear SPDE's and applications[J]. Electron J Probab, 2004,9 (23) :674.
  • 3Michael R. Introduction to stochastic partial differential equations[M]. Fall 2005 and Spring 2006 Version. German: Purdue University, 2007 : 111.
  • 4Hausenblas E. Existence, uniqueness and regularity for parabolic SPDEs driven by Poisson random measure[J]. Electron J Probab,2005,10(46) : 1496.
  • 5Z. Dong.On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes[J]. Journal of Theoretical Probability . 2008 (2)
  • 6R. Mikulevicius,H. Pragarauskas,N. Sonnadara.On the Cauchy-Dirichlet Problem in the Half Space for Parabolic SPDEs in Weighted Hoelder Spaces[J]. Acta Applicandae Mathematicae . 2007 (1-3)
  • 7Erika Hausenblas.SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results[J]. Probability Theory and Related Fields . 2007 (1-2)
  • 8R. Mikulevicius,H. Pragarauskas.On Cauchy—Dirichlet Problem for Parabolic Quasilinear SPDEs[J]. Potential Analysis . 2006 (1)
  • 9Giuseppe Da Prato,Arnaud Debussche,Beniamin Goldys.Some properties of invariant measures of non symmetric dissipative stochastic systems[J]. Probability Theory and Related Fields . 2002 (3)
  • 10Dorel Barbu,Gheorghe Boc?an.Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients[J]. Czechoslovak Mathematical Journal . 2002 (1)

引证文献2

徐州师范大学学报（自然科学版）
2007年 第1期

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