Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.
Berkaoui, A. (2004)
Portugaliae Mathematica. Nova Série
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Berkaoui, A. (2004)
Portugaliae Mathematica. Nova Série
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McKibben, Mark A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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Balachandran, K., Anguraj, A. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Ivo Vrkoč (1995)
Mathematica Bohemica
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A theorem on continuous dependence of solutions to stochastic evolution equations on coefficients is established, covering the classical averaging procedure for stochastic parabolic equations with rapidly oscillating both the drift and the diffusion term.
Myelkebir Aitalioubrahim (2012)
Commentationes Mathematicae Universitatis Carolinae
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We prove a theorem on the existence of solutions of a first order functional differential inclusion governed by a class of nonconvex sweeping process with a noncompact perturbation.
Shouchuan Hu, Nikolaos S. Papageorgiou (1994)
Commentationes Mathematicae Universitatis Carolinae
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In this paper we study the convergence properties of the Galerkin approximations to a nonlinear, nonautonomous evolution inclusion and use them to determine the structural properties of the solution set and establish the existence of periodic solutions. An example of a multivalued parabolic p.d.ei̇s also worked out in detail.