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Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations Paperback / softback -

by Sonja Cox

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Paperback / softback. New. In this article we provide conditions on the coefficient functions of the stochastic differential equation and on p ? (0, ?] that are sufficient for local Lipschitz continuity in the strong Lp-sense with respect to the initial value and we establish explicit estimates for the local Lipschitz continuity constants.
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Details

  • Title Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
  • Author Sonja Cox
  • Binding Paperback
  • Condition New
  • Volumes 1
  • Language ENG
  • Publisher American Mathematical Society
  • Bookseller's Inventory # A9781470467012
  • ISBN 9781470467012 / 1470467011
  • Category Mathematics
  • Library of Congress subjects Stochastic differential equations, Lipschitz spaces
  • Library of Congress Catalogue Number 2024029806
  • Dewey Decimal Code 519.22
  • Quantity available 3

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