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Multivalued stochastic differential equations with non-Lipschitz coefficients

โœ Scribed by Siyan Xu


Publisher
Coastal and Estuarine Research Federation
Year
2009
Tongue
English
Weight
142 KB
Volume
30
Category
Article
ISSN
1860-6261

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โœ Jiagang Ren; Xicheng Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ French โš– 130 KB

We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.