EDPS paraboliques à coefficients non—lipschitziens avec réflexion

M. Eddahbi; M. Erraoui

Annales mathématiques Blaise Pascal (1998)

  • Volume: 5, Issue: 2, page 7-19
  • ISSN: 1259-1734

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Eddahbi, M., and Erraoui, M.. "EDPS paraboliques à coefficients non—lipschitziens avec réflexion." Annales mathématiques Blaise Pascal 5.2 (1998): 7-19. <http://eudml.org/doc/79202>.

@article{Eddahbi1998,
author = {Eddahbi, M., Erraoui, M.},
journal = {Annales mathématiques Blaise Pascal},
keywords = {parabolic stochastic differential equations with non-Lipschitz coefficients},
language = {fre},
number = {2},
pages = {7-19},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {EDPS paraboliques à coefficients non—lipschitziens avec réflexion},
url = {http://eudml.org/doc/79202},
volume = {5},
year = {1998},
}

TY - JOUR
AU - Eddahbi, M.
AU - Erraoui, M.
TI - EDPS paraboliques à coefficients non—lipschitziens avec réflexion
JO - Annales mathématiques Blaise Pascal
PY - 1998
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 5
IS - 2
SP - 7
EP - 19
LA - fre
KW - parabolic stochastic differential equations with non-Lipschitz coefficients
UR - http://eudml.org/doc/79202
ER -

References

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  1. [1] Bihari, I.A generalization of a Lemma of Bellman and its application to uniqueness problem of differential equations, Acta Math. Acad. Sci. Hungar.7 (1956), 71-94. Zbl0070.08201MR79154
  2. [2] Donati-Martin, C. AND Pardoux, E.White noise driven SPDEs with reflection, Probab. Theory Relat. Fields.95 (1993), 1-24. Zbl0794.60059MR1207304
  3. [3] Eddahbi, M. AND Erraoui, M.On quasi-linear parabolic SPDEs with non-Lipschitz coefficientsRandom Opera. and Stoc. Equations, 6 (2) (1998), 101-122. Zbl1002.60554MR1609543
  4. [4] Gatarek, D. AND Goldys, B.On weak solutions of stochastic equations in Hilbert space. Stochastics and Stochactics Reports, 46 (1992), 41-51. Zbl0824.60052MR1787166
  5. [5] Ikeda, N. AND Watanabe, S.Stochastic Differential Equations and Diffusion Processes. North-Holland (1989). Zbl0684.60040MR1011252
  6. [6] Manthey, R. AND Stieve, C.Existence and uniqueness of solutions to Volterra's population equation with diffusion and noise. (Preprint). MR847354
  7. [7] Nualart, D. AND Pardoux, E.White noise driven quasi-linear SPDEs with reflection. Probab. Theory Relat. Fields.93 (1992), 77-89. Zbl0767.60055MR1172940
  8. [8] Pardoux, E.Stochastic partial differential equation and filtering of diffusion processes. Stochastics. 3 (1979), 127-167. Zbl0424.60067MR553909

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