Existence and Uniqueness of Solutions of SPDE with Non-Lipschitz and Non-time-homogeneous Coefficients
Yingchao Xie
Abstract
Yingchao Xie
Abstract
In this paper,using a Picard type method of approximation,we research the existence and uniqueness of solutions of stochastic partial differential equations whose coefficients satisfy non-Lipschitz condition and are non-time-homogeneous,generalizing Denis and Stoica's results in [1].Two examples are given.
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In this paper,using a Picard type method of approximation,we research the existence and uniqueness of solutions of stochastic partial differential equations whose coefficients satisfy non-Lipschitz condition and are non-time-homogeneous,generalizing Denis and Stoica's results in [1].Two examples are given.
Key concepts: Uniqueness, Mathematics, Lipschitz continuity, Homogeneous, Applied mathematics, Mathematical analysis, Type (biology), Combinatorics