零点局部时间随机微分方程解的存在性和路径唯一性

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED Stochastic Analysis and Applications Pub Date : 2021-12-16 DOI:10.1080/07362994.2021.2011317

Kamal Hiderah

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引用次数: 3

摘要

摘要本文的目的是得到含局部时间(SDELT)的一维随机微分方程解的存在性和路径唯一性。在漂移系数满足单侧Lipschitz条件和超线性条件下，建立了一类SDELT的存在性和路径唯一性定理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero

Abstract In this article, we aim to obtain the existence and pathwise uniqueness of the solution to the one-dimensional stochastic differential equations involving the local time (SDELT) at point zero. The existence and pathwise uniqueness theorem for class of SDELT is established under the drift coefficient satisfies a one-sided Lipschitz condition plus the superlinear condition.

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.