Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
Author:   Sonja Cox ,  Martin Hutzenthaler ,  Arnulf Jentzen
Publisher:   American Mathematical Society
Volume:   Volume: 296 Number: 1481
ISBN:  

9781470467012


Pages:   90
Publication Date:   30 June 2024
Format:   Paperback
Availability:   In Print   Availability explained
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Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations


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Author:   Sonja Cox ,  Martin Hutzenthaler ,  Arnulf Jentzen
Publisher:   American Mathematical Society
Imprint:   American Mathematical Society
Volume:   Volume: 296 Number: 1481
Weight:   0.272kg
ISBN:  

9781470467012


ISBN 10:   1470467011
Pages:   90
Publication Date:   30 June 2024
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1. Introduction 2. Strong stability analysis for solutions of SDEs 3. Strong completeness of SDEs 4. Examples of SODEs 5. Examples of SPDEs

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Author Information

Sonja Cox, University of Amsterdam, The Netherlands, Martin Hutzenthaler, University of Duisburg-Essen, Germany, and Arnulf Jentzen, The Chinese University of Hong Kong, Shenzhen, People's Republic of China, and University of Munster, Germany.

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