Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.

Berkaoui, A.

Displaying similar documents to “Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.”

Some nonunique fixed point theorems of Ćirić type on cone metric spaces.

Karapınar, Erdal (2010)

Abstract and Applied Analysis

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On some limit theorems for solutions of stochastic differential equations

Shigetoku Kawabata, Toshio Yamada (1982)

Séminaire de probabilités de Strasbourg

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Functional integro-differential stochastic evolution equations in Hilbert space.

Keck, David N., McKibben, Mark A. (2003)

Journal of Applied Mathematics and Stochastic Analysis

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On Newton's method for stochastic differential equations

Shigetoku Kawabata, Toshio Yamada (1991)

Séminaire de probabilités de Strasbourg

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Positivity of the density for the stochastic wave equation in two spatial dimensions

Mireille Chaleyat-Maurel, Marta Sanz-Solé (2003)

ESAIM: Probability and Statistics

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We consider the random vector $u (t, \underset{̲}{x}) = (u (t, x_{1}), \dots, u (t, x_{d}))$ , where $t > 0, x_{1}, \dots, x_{d}$ are distinct points of $ℝ^{2}$ and $u$ denotes the stochastic process solution to a stochastic wave equation driven by a noise white in time and correlated in space. In a recent paper by Millet and Sanz–Solé [10], sufficient conditions are given ensuring existence and smoothness of density for $u (t, \underset{̲}{x})$ . We study here the positivity of such density. Using techniques developped in [1] (see also [9]) based on Analysis on an abstract Wiener space, we characterize...

Second-order neutral stochastic evolution equations with heredity.

McKibben, Mark A. (2004)

Journal of Applied Mathematics and Stochastic Analysis

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BV solutions of multivalued differential equations on closed moving sets in Banach spaces

H. Benabdellah, C. Castaing, M. Gamal Ibrahim (1995)

Banach Center Publications

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This paper is concerned with the existence of BV and right continuous solutions for some classes of multivalued differential equations on closed moving sets in Banach spaces.

Existence of solutions of perturbed O.D.E.'s in Banach spaces

Giovanni Emmanuele (1991)

Commentationes Mathematicae Universitatis Carolinae

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We consider a perturbed Cauchy problem like the following $(PCP) \{\begin{matrix} x^{'} = A (t, x) + B (t, x) x (0) = x_{0} \end{matrix}$ and we present two results showing that (PCP) has a solution. In some cases, our theorems are more general than the previous ones obtained by other authors (see [4], [8], [9], [11], [13], [17], [18]).