Displaying similar documents to “A non-nonstandard proof of Reimers' existence result for heat SPDEs.”

On stochastic differential equations with locally unbounded drift

István Gyöngy, Teresa Martínez (2001)

Czechoslovak Mathematical Journal

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We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.

Backward doubly stochastic differential equations with infinite time horizon

Bo Zhu, Baoyan Han (2012)

Applications of Mathematics

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We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.