Liu, Jiankang; Xu, Wei An averaging result for impulsive fractional neutral stochastic differential equations. (English) Zbl 07307169 Appl. Math. Lett. 114, Article ID 106892, 9 p. (2021). MSC: 34K37 34K50 34K40 34K45 34K33 PDF BibTeX XML Cite \textit{J. Liu} and \textit{W. Xu}, Appl. Math. Lett. 114, Article ID 106892, 9 p. (2021; Zbl 07307169) Full Text: DOI
Guo, Lei; Chen, Xiaojun Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation. (English) Zbl 07300746 Math. Program. 185, No. 1-2 (A), 455-485 (2021). MSC: 90C26 90C33 90C59 PDF BibTeX XML Cite \textit{L. Guo} and \textit{X. Chen}, Math. Program. 185, No. 1--2 (A), 455--485 (2021; Zbl 07300746) Full Text: DOI
Han, Min; Xu, Yong; Pei, Bin Mixed stochastic differential equations: averaging principle result. (English) Zbl 07281288 Appl. Math. Lett. 112, Article ID 106705, 7 p. (2021). MSC: 60 34 PDF BibTeX XML Cite \textit{M. Han} et al., Appl. Math. Lett. 112, Article ID 106705, 7 p. (2021; Zbl 07281288) Full Text: DOI
Ma, Shuo; Kang, Yanmei An averaging principle for stochastic switched systems with Lévy noise. (English) Zbl 07279015 Math. Methods Appl. Sci. 43, No. 15, 8714-8727 (2020). MSC: 37H10 34K33 34C29 60H10 PDF BibTeX XML Cite \textit{S. Ma} and \textit{Y. Kang}, Math. Methods Appl. Sci. 43, No. 15, 8714--8727 (2020; Zbl 07279015) Full Text: DOI
Casagrande, Daniele; Del Santo, Daniele; Prizzi, Martino Conditional stability for backward parabolic operators with Osgood continuous coefficients. (English) Zbl 1445.35192 Ann. Mat. Pura Appl. (4) 199, No. 2, 479-508 (2020). Reviewer: Elena V. Tabarintseva (Chelyabinsk) MSC: 35K10 35R30 35B30 35R25 35K15 PDF BibTeX XML Cite \textit{D. Casagrande} et al., Ann. Mat. Pura Appl. (4) 199, No. 2, 479--508 (2020; Zbl 1445.35192) Full Text: DOI
Fan, Shengjun; Jiang, Long \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients. (English) Zbl 07175368 Acta Math. Appl. Sin., Engl. Ser. 35, No. 4, 695-707 (2019). MSC: 60H10 PDF BibTeX XML Cite \textit{S. Fan} and \textit{L. Jiang}, Acta Math. Appl. Sin., Engl. Ser. 35, No. 4, 695--707 (2019; Zbl 07175368) Full Text: DOI
Xi, Fubao; Yin, George; Zhu, Chao Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties. (English) Zbl 1442.60075 Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 571-599 (2019). MSC: 60J27 60J60 60J74 60G51 PDF BibTeX XML Cite \textit{F. Xi} et al., IMA Vol. Math. Appl. 164, 571--599 (2019; Zbl 1442.60075) Full Text: DOI arXiv
Kim, Young-Ho An existence of the solution to neutral stochastic functional differential equations under special conditions. (English) Zbl 1438.60066 J. Appl. Math. Inform. 37, No. 1-2, 53-63 (2019). MSC: 60H05 60H10 60H20 PDF BibTeX XML Cite \textit{Y.-H. Kim}, J. Appl. Math. Inform. 37, No. 1--2, 53--63 (2019; Zbl 1438.60066) Full Text: DOI
Abouagwa, Mahmoud; Li, Ji Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients. (English) Zbl 1422.34011 Stoch. Dyn. 19, No. 4, Article ID 1950029, 21 p. (2019). MSC: 34A08 34C29 34F05 60H10 PDF BibTeX XML Cite \textit{M. Abouagwa} and \textit{J. Li}, Stoch. Dyn. 19, No. 4, Article ID 1950029, 21 p. (2019; Zbl 1422.34011) Full Text: DOI
Chen, Yingzi; Xiao, Aiguo; Wang, Wansheng Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions. (English) Zbl 1416.65029 J. Comput. Appl. Math. 360, 41-54 (2019). MSC: 65C30 60H10 60J27 60J60 60J75 60H35 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Comput. Appl. Math. 360, 41--54 (2019; Zbl 1416.65029) Full Text: DOI
Dai, Xinjie; Bu, Weiping; Xiao, Aiguo Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations. (English) Zbl 07069144 J. Comput. Appl. Math. 356, 377-390 (2019). MSC: 65C30 65L05 65C20 65L20 PDF BibTeX XML Cite \textit{X. Dai} et al., J. Comput. Appl. Math. 356, 377--390 (2019; Zbl 07069144) Full Text: DOI
Ma, Shuo; Kang, Yanmei Periodic averaging method for impulsive stochastic differential equations with Lévy noise. (English) Zbl 1415.34118 Appl. Math. Lett. 93, 91-97 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34K33 34K45 60H10 34K50 PDF BibTeX XML Cite \textit{S. Ma} and \textit{Y. Kang}, Appl. Math. Lett. 93, 91--97 (2019; Zbl 1415.34118) Full Text: DOI
Ma, Shuo; Kang, Yanmei Exponential synchronization of delayed neutral-type neural networks with Lévy noise under non-Lipschitz condition. (English) Zbl 07263295 Commun. Nonlinear Sci. Numer. Simul. 57, 372-387 (2018). MSC: 60G 60H PDF BibTeX XML Cite \textit{S. Ma} and \textit{Y. Kang}, Commun. Nonlinear Sci. Numer. Simul. 57, 372--387 (2018; Zbl 07263295) Full Text: DOI
Abouagwa, Mahmoud; Liu, Jicheng; Li, Ji Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type. (English) Zbl 1427.34079 Appl. Math. Comput. 329, 143-153 (2018). MSC: 34F05 34A08 34A45 34D20 60H10 PDF BibTeX XML Cite \textit{M. Abouagwa} et al., Appl. Math. Comput. 329, 143--153 (2018; Zbl 1427.34079) Full Text: DOI
Mao, Wei; Hu, Liangjian; Mao, Xuerong Approximate solutions for a class of doubly perturbed stochastic differential equations. (English) Zbl 1445.60042 Adv. Difference Equ. 2018, Paper No. 37, 17 p. (2018). MSC: 60H10 60H15 60J65 34D10 PDF BibTeX XML Cite \textit{W. Mao} et al., Adv. Difference Equ. 2018, Paper No. 37, 17 p. (2018; Zbl 1445.60042) Full Text: DOI
Abdelghani, Mohamed; Melnikov, Alexander A comparison theorem for stochastic equations of optional semimartingales. (English) Zbl 1394.60041 Stoch. Dyn. 18, No. 4, Article ID 1850029, 21 p. (2018). MSC: 60G44 60H05 60H20 PDF BibTeX XML Cite \textit{M. Abdelghani} and \textit{A. Melnikov}, Stoch. Dyn. 18, No. 4, Article ID 1850029, 21 p. (2018; Zbl 1394.60041) Full Text: DOI
Mao, Wei; Hu, Liangjian; You, Surong; Mao, Xuerong Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps. (English) Zbl 1413.60052 Electron. J. Qual. Theory Differ. Equ. 2017, Paper No. 86, 19 p. (2017). MSC: 60H10 34F05 PDF BibTeX XML Cite \textit{W. Mao} et al., Electron. J. Qual. Theory Differ. Equ. 2017, Paper No. 86, 19 p. (2017; Zbl 1413.60052) Full Text: DOI
Han, Min; Liu, Yaxiang Stochastic averaging for non-Lipschitz stochastic differential equations with \(G\)-Brownian motion. (English) Zbl 1389.60071 Chin. J. Appl. Probab. Stat. 33, No. 3, 297-309 (2017). MSC: 60H10 60J65 93E03 PDF BibTeX XML Cite \textit{M. Han} and \textit{Y. Liu}, Chin. J. Appl. Probab. Stat. 33, No. 3, 297--309 (2017; Zbl 1389.60071) Full Text: DOI
Pei, Bin; Xu, Yong Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching. (English) Zbl 1362.60062 Stochastic Anal. Appl. 35, No. 3, 391-408 (2017). MSC: 60H15 60H20 60J75 60G40 PDF BibTeX XML Cite \textit{B. Pei} and \textit{Y. Xu}, Stochastic Anal. Appl. 35, No. 3, 391--408 (2017; Zbl 1362.60062) Full Text: DOI
Parthasarathy, Chinnasamy; Arjunan, M. Mallika; Vinodkumar, A. Existence and stability solutions of nonlinear stochastic functional partial integrodifferential equations with infinite delay. (English) Zbl 07261356 Int. J. Math. Oper. Res. 9, No. 1, 65-78 (2016). MSC: 35R60 35R09 35R10 PDF BibTeX XML Cite \textit{C. Parthasarathy} et al., Int. J. Math. Oper. Res. 9, No. 1, 65--78 (2016; Zbl 07261356) Full Text: DOI
Pei, Bin; Xu, Yong On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1419.60058 Adv. Difference Equ. 2016, Paper No. 194, 15 p. (2016). MSC: 60J65 60H10 34A08 60G22 PDF BibTeX XML Cite \textit{B. Pei} and \textit{Y. Xu}, Adv. Difference Equ. 2016, Paper No. 194, 15 p. (2016; Zbl 1419.60058) Full Text: DOI
Li, Zhi; Xu, Liping; Li, Xiong On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays. (English) Zbl 1373.60112 Bull. Iran. Math. Soc. 42, No. 6, 1479-1496 (2016). MSC: 60H15 60G22 PDF BibTeX XML Cite \textit{Z. Li} et al., Bull. Iran. Math. Soc. 42, No. 6, 1479--1496 (2016; Zbl 1373.60112) Full Text: Link
Chen, Min; Shen, Xiaohui; Jiang, Long Backward doubly stochastic differential equations under linear growth condition. (Chinese. English summary) Zbl 1374.60101 J. Henan Norm. Univ., Nat. Sci. 44, No. 6, 9-14 (2016). MSC: 60H10 PDF BibTeX XML Cite \textit{M. Chen} et al., J. Henan Norm. Univ., Nat. Sci. 44, No. 6, 9--14 (2016; Zbl 1374.60101) Full Text: DOI
Ma, Weijun; Zhang, Qimin; Gao, Jianguo The existence and uniqueness of solutions to stochastic age-dependent population equations with jumps. (English) Zbl 1374.60118 Chin. J. Appl. Probab. Stat. 32, No. 5, 441-451 (2016). MSC: 60H15 92D25 60J75 PDF BibTeX XML Cite \textit{W. Ma} et al., Chin. J. Appl. Probab. Stat. 32, No. 5, 441--451 (2016; Zbl 1374.60118) Full Text: DOI
Kim, Young-Ho; Park, Chan-Ho; Bae, Mun-Jin A note on the approximate solutions to stochastic differential delay equation. (English) Zbl 1351.60073 J. Appl. Math. Inform. 34, No. 5-6, 421-434 (2016). MSC: 60H10 60H05 60H35 PDF BibTeX XML Cite \textit{Y.-H. Kim} et al., J. Appl. Math. Inform. 34, No. 5--6, 421--434 (2016; Zbl 1351.60073) Full Text: DOI
Abdoul Diop, Mamadou; Caraballo, Tomás; Mané, Aziz Mild solutions of non-Lipschitz stochastic integrodifferential evolution equations. (English) Zbl 1348.60091 Math. Methods Appl. Sci. 39, No. 15, 4512-4519 (2016). MSC: 60H15 35K40 PDF BibTeX XML Cite \textit{M. Abdoul Diop} et al., Math. Methods Appl. Sci. 39, No. 15, 4512--4519 (2016; Zbl 1348.60091) Full Text: DOI
Luo, Chaoliang; Guo, Shangjiang Existence and stability of mild solutions to parabolic stochastic partial differential equations driven by Lévy space-time noise. (English) Zbl 1363.60087 Electron. J. Qual. Theory Differ. Equ. 2016, Paper No. 53, 25 p. (2016). MSC: 60H15 35R60 35K91 35B35 PDF BibTeX XML Cite \textit{C. Luo} and \textit{S. Guo}, Electron. J. Qual. Theory Differ. Equ. 2016, Paper No. 53, 25 p. (2016; Zbl 1363.60087) Full Text: DOI
Feng, Xinwei Anticipated backward stochastic differential equation with reflection. (English) Zbl 1345.60050 Commun. Stat., Simulation Comput. 45, No. 5, 1676-1688 (2016). MSC: 60H10 60H20 60H05 PDF BibTeX XML Cite \textit{X. Feng}, Commun. Stat., Simulation Comput. 45, No. 5, 1676--1688 (2016; Zbl 1345.60050) Full Text: DOI
Pei, Bin; Xu, Yong Mild solutions of local non-Lipschitz stochastic evolution equations with jumps. (English) Zbl 1356.60106 Appl. Math. Lett. 52, 80-86 (2016). MSC: 60H15 PDF BibTeX XML Cite \textit{B. Pei} and \textit{Y. Xu}, Appl. Math. Lett. 52, 80--86 (2016; Zbl 1356.60106) Full Text: DOI
Du, Bo Successive approximation of neutral functional stochastic differential equations with variable delays. (English) Zbl 1410.60062 Appl. Math. Comput. 268, 609-615 (2015). MSC: 60H15 34K07 34K30 34K50 60J65 60J75 PDF BibTeX XML Cite \textit{B. Du}, Appl. Math. Comput. 268, 609--615 (2015; Zbl 1410.60062) Full Text: DOI
Xu, Yong; Pei, Bin; Guo, Guobin Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise. (English) Zbl 1410.60060 Appl. Math. Comput. 263, 398-409 (2015). MSC: 60H10 34D20 PDF BibTeX XML Cite \textit{Y. Xu} et al., Appl. Math. Comput. 263, 398--409 (2015; Zbl 1410.60060) Full Text: DOI
Xu, Liping; Li, Zhi Doubly perturbed neutral stochastic functional equations driven by fractional Brownian motion. (English) Zbl 1349.34323 J. Partial Differ. Equations 28, No. 4, 305-314 (2015). MSC: 34K50 34K40 60G22 34K27 PDF BibTeX XML Cite \textit{L. Xu} and \textit{Z. Li}, J. Partial Differ. Equations 28, No. 4, 305--314 (2015; Zbl 1349.34323) Full Text: DOI
Qiao, Huijie The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 1310.60088 Chin. Ann. Math., Ser. B 36, No. 1, 147-160 (2015). MSC: 60H10 60H05 60J65 PDF BibTeX XML Cite \textit{H. Qiao}, Chin. Ann. Math., Ser. B 36, No. 1, 147--160 (2015; Zbl 1310.60088) Full Text: DOI
Yue, Chaohui Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space. (English) Zbl 1334.34176 Appl. Math. Comput. 237, 595-604 (2014). MSC: 34K50 34K40 PDF BibTeX XML Cite \textit{C. Yue}, Appl. Math. Comput. 237, 595--604 (2014; Zbl 1334.34176) Full Text: DOI
Mao, Wei Numerical solutions of population models driven by fraction-dimensional Brownian motion. (Chinese. English summary) Zbl 1313.65008 J. Lanzhou Univ. Technol. 40, No. 3, 147-151 (2014). MSC: 65C30 60H15 92D25 60J65 35R60 PDF BibTeX XML Cite \textit{W. Mao}, J. Lanzhou Univ. Technol. 40, No. 3, 147--151 (2014; Zbl 1313.65008)
Liu, Jun Mean-square convergence rate of stochastic-theta methods for a class of stochastic differential delay equations. (Chinese. English summary) Zbl 1313.65006 Acta Math. Sin., Chin. Ser. 57, No. 1, 163-170 (2014). MSC: 65C30 65L20 60H10 34K50 34K28 60H35 PDF BibTeX XML Cite \textit{J. Liu}, Acta Math. Sin., Chin. Ser. 57, No. 1, 163--170 (2014; Zbl 1313.65006)
Tu, Shuheng; Hao, Wu Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition. (English) Zbl 1314.60117 Stat. Probab. Lett. 92, 215-225 (2014). MSC: 60H10 60H20 PDF BibTeX XML Cite \textit{S. Tu} and \textit{W. Hao}, Stat. Probab. Lett. 92, 215--225 (2014; Zbl 1314.60117) Full Text: DOI
Wei, Fengying; Cai, Yuhua Existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non-Lipschitz conditions. (English) Zbl 1390.60221 Adv. Difference Equ. 2013, Paper No. 151, 12 p. (2013). MSC: 60H10 34K50 34K40 PDF BibTeX XML Cite \textit{F. Wei} and \textit{Y. Cai}, Adv. Difference Equ. 2013, Paper No. 151, 12 p. (2013; Zbl 1390.60221) Full Text: DOI
Wang, Lasheng; Cheng, Tao; Zhang, Qimin Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions. (English) Zbl 1334.60105 Appl. Math. Comput. 225, 142-150 (2013). MSC: 60H10 60J75 60H35 34F05 PDF BibTeX XML Cite \textit{L. Wang} et al., Appl. Math. Comput. 225, 142--150 (2013; Zbl 1334.60105) Full Text: DOI
Mao, Wei Approximate solutions of hybrid age-dependent population equations driven by a Lévy process under non-Lipschitz condition. (Chinese. English summary) Zbl 1299.60077 J. Lanzhou Univ. Technol. 39, No. 4, 143-149 (2013). MSC: 60H15 92D25 PDF BibTeX XML Cite \textit{W. Mao}, J. Lanzhou Univ. Technol. 39, No. 4, 143--149 (2013; Zbl 1299.60077)
Mao, Wei Approximate solutions of two-dimensional Navier-Stokes equations driven by Poisson random measures. (Chinese. English summary) Zbl 1299.60081 Math. Appl. 26, No. 4, 934-942 (2013). MSC: 60H35 65C30 PDF BibTeX XML Cite \textit{W. Mao}, Math. Appl. 26, No. 4, 934--942 (2013; Zbl 1299.60081)
Mao, Wei Existence and uniqueness of the solutions for stochastic functional differential equations with Lévy jumps and with local non-Lipschitz coefficients. (Chinese. English summary) Zbl 1299.34262 Math. Pract. Theory 43, No. 13, 193-200 (2013). MSC: 34K50 60H10 PDF BibTeX XML Cite \textit{W. Mao}, Math. Pract. Theory 43, No. 13, 193--200 (2013; Zbl 1299.34262)
Qiao, Huijie Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes. (English) Zbl 1274.60187 Acta Math. Sci., Ser. B, Engl. Ed. 32, No. 3, 1115-1125 (2012). MSC: 60H10 60G51 34A12 PDF BibTeX XML Cite \textit{H. Qiao}, Acta Math. Sci., Ser. B, Engl. Ed. 32, No. 3, 1115--1125 (2012; Zbl 1274.60187) Full Text: DOI
Fan, Sheng Jun; Jiang, Long \(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients. (English) Zbl 1261.60053 Stochastics 84, No. 4, 487-506 (2012). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 PDF BibTeX XML Cite \textit{S. J. Fan} and \textit{L. Jiang}, Stochastics 84, No. 4, 487--506 (2012; Zbl 1261.60053) Full Text: DOI arXiv
Li, Zenghu; Pu, Fei Strong solutions of jump-type stochastic equations. (English) Zbl 1260.60132 Electron. Commun. Probab. 17, Paper No. 33, 13 p. (2012). MSC: 60H20 60H10 PDF BibTeX XML Cite \textit{Z. Li} and \textit{F. Pu}, Electron. Commun. Probab. 17, Paper No. 33, 13 p. (2012; Zbl 1260.60132) Full Text: DOI arXiv
Li, Zenghu; Mytnik, Leonid Strong solutions for stochastic differential equations with jumps. (English. French summary) Zbl 1273.60070 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1055-1067 (2011). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60H20 60J80 PDF BibTeX XML Cite \textit{Z. Li} and \textit{L. Mytnik}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1055--1067 (2011; Zbl 1273.60070) Full Text: DOI Euclid arXiv
Zhao, Huiyan Pathwise uniqueness of a type of stochastic differential equation. (Chinese. English summary) Zbl 1249.60138 Acta Sci. Nat. Univ. Sunyatseni 50, No. 3, 8-10 (2011). MSC: 60H10 60G22 PDF BibTeX XML Cite \textit{H. Zhao}, Acta Sci. Nat. Univ. Sunyatseni 50, No. 3, 8--10 (2011; Zbl 1249.60138)
Jiang, Feng; Shen, Yi A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients. (English) Zbl 1217.60054 Comput. Math. Appl. 61, No. 6, 1590-1594 (2011). MSC: 60H15 35R10 35R60 PDF BibTeX XML Cite \textit{F. Jiang} and \textit{Y. Shen}, Comput. Math. Appl. 61, No. 6, 1590--1594 (2011; Zbl 1217.60054) Full Text: DOI
Wu, Shu Jin; Zhou, Bin Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions. (English) Zbl 1222.60044 Acta Math. Sin., Engl. Ser. 27, No. 3, 519-536 (2011). Reviewer: Leslaw Socha (Warsaw) MSC: 60H10 34F05 60J75 PDF BibTeX XML Cite \textit{S. J. Wu} and \textit{B. Zhou}, Acta Math. Sin., Engl. Ser. 27, No. 3, 519--536 (2011; Zbl 1222.60044) Full Text: DOI
Fan, Shengjun; Jiang, Long Finite and infinite time interval BSDEs with non-Lipschitz coefficients. (English) Zbl 1194.60038 Stat. Probab. Lett. 80, No. 11-12, 962-968 (2010). MSC: 60H10 PDF BibTeX XML Cite \textit{S. Fan} and \textit{L. Jiang}, Stat. Probab. Lett. 80, No. 11--12, 962--968 (2010; Zbl 1194.60038) Full Text: DOI
Fu, Zongfei; Li, Zenghu Stochastic equations of non-negative processes with jumps. (English) Zbl 1184.60022 Stochastic Processes Appl. 120, No. 3, 306-330 (2010). MSC: 60H20 60H10 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Z. Li}, Stochastic Processes Appl. 120, No. 3, 306--330 (2010; Zbl 1184.60022) Full Text: DOI arXiv
Taniguchi, Takeshi The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations. (English) Zbl 1173.60021 J. Math. Anal. Appl. 360, No. 1, 245-253 (2009). MSC: 60H10 PDF BibTeX XML Cite \textit{T. Taniguchi}, J. Math. Anal. Appl. 360, No. 1, 245--253 (2009; Zbl 1173.60021) Full Text: DOI
Luo, Dejun Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient. (English) Zbl 1163.60027 Bull. Sci. Math. 133, No. 3, 205-228 (2009). MSC: 60H10 PDF BibTeX XML Cite \textit{D. Luo}, Bull. Sci. Math. 133, No. 3, 205--228 (2009; Zbl 1163.60027) Full Text: DOI
Luo, Jiaowan; Taniguchi, Takeshi The existence and uniqueness for non-Lipschitz stochastic neutral delay evolution equations driven by Poisson jumps. (English) Zbl 1167.60336 Stoch. Dyn. 9, No. 1, 135-152 (2009). MSC: 60H15 60H20 PDF BibTeX XML Cite \textit{J. Luo} and \textit{T. Taniguchi}, Stoch. Dyn. 9, No. 1, 135--152 (2009; Zbl 1167.60336) Full Text: DOI
Xu, Mingyu Backward stochastic differential equations with reflection and weak assumptions on the coefficients. (English) Zbl 1139.60325 Stochastic Processes Appl. 118, No. 6, 968-980 (2008). MSC: 60H10 PDF BibTeX XML Cite \textit{M. Xu}, Stochastic Processes Appl. 118, No. 6, 968--980 (2008; Zbl 1139.60325) Full Text: DOI
Xie, Yingchao Existence and uniqueness of solutions of SPDE with non-Lipschitz and non-time-homogeneous coefficients. (English) Zbl 1164.35537 J. Xuzhou Norm. Univ., Nat. Sci. 25, No. 1, 1-5 (2007). MSC: 35R60 60H15 PDF BibTeX XML Cite \textit{Y. Xie}, J. Xuzhou Norm. Univ., Nat. Sci. 25, No. 1, 1--5 (2007; Zbl 1164.35537)
Han, Baoyan; Xing, Peixu Backward doubly stochastic differential equations under non-Lipschitzian coefficient. (Chinese. English summary) Zbl 1150.60385 J. Henan Norm. Univ., Nat. Sci. 35, No. 4, 26-29 (2007). MSC: 60H07 PDF BibTeX XML Cite \textit{B. Han} and \textit{P. Xing}, J. Henan Norm. Univ., Nat. Sci. 35, No. 4, 26--29 (2007; Zbl 1150.60385)
Yang, Xiao Qi; Meng, Zhi Qing Lagrange multipliers and calmness conditions of order \(p\). (English) Zbl 1278.90436 Math. Oper. Res. 32, No. 1, 95-101 (2007). MSC: 90C46 90C30 PDF BibTeX XML Cite \textit{X. Q. Yang} and \textit{Z. Q. Meng}, Math. Oper. Res. 32, No. 1, 95--101 (2007; Zbl 1278.90436) Full Text: DOI
Fang, Shizan; Luo, Dejun Flow of homeomorphisms and stochastic transport equations. (English) Zbl 1125.60083 Stochastic Anal. Appl. 25, No. 5, 1079-1108 (2007). MSC: 60J60 60H10 34A12 PDF BibTeX XML Cite \textit{S. Fang} and \textit{D. Luo}, Stochastic Anal. Appl. 25, No. 5, 1079--1108 (2007; Zbl 1125.60083) Full Text: DOI
Mao, Xuerong; Yuan, Chenggui; Yin, G. Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. (English) Zbl 1121.65011 J. Comput. Appl. Math. 205, No. 2, 936-948 (2007). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 60H10 34F05 60J65 PDF BibTeX XML Cite \textit{X. Mao} et al., J. Comput. Appl. Math. 205, No. 2, 936--948 (2007; Zbl 1121.65011) Full Text: DOI
Mahmudov, N. I. Existence and uniqueness results for neutral SDEs in Hilbert spaces. (English) Zbl 1110.60063 Stochastic Anal. Appl. 24, No. 1, 79-95 (2006). Reviewer: Yana Belopolskaya (St. Petersburg) MSC: 60H15 34F05 34G20 35R60 PDF BibTeX XML Cite \textit{N. I. Mahmudov}, Stochastic Anal. Appl. 24, No. 1, 79--95 (2006; Zbl 1110.60063) Full Text: DOI
Le Jan, Yves; Raimond, Olivier Stochastic flows on the circle. (English) Zbl 1094.60041 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 151-162 (2005). Reviewer: Volker Wihstutz (Charlotte) MSC: 60H10 60H25 58J65 PDF BibTeX XML Cite \textit{Y. Le Jan} and \textit{O. Raimond}, IMA Vol. Math. Appl. 140, 151--162 (2005; Zbl 1094.60041)
Situ, Rong; Zeng, Aiting On solutions of BSDE with jumps and with unbounded stopping terminal. II. (Chinese. English summary) Zbl 0966.60053 Acta Sci. Nat. Univ. Sunyatseni 38, No. 4, 1-5 (1999). MSC: 60H10 PDF BibTeX XML Cite \textit{R. Situ} and \textit{A. Zeng}, Acta Sci. Nat. Univ. Sunyatseni 38, No. 4, 1--5 (1999; Zbl 0966.60053)