The Existence of Strong Solutions for a Class of Stochastic Differential Equations
In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2018-01-01
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| Series: | International Journal of Differential Equations |
| Online Access: | http://dx.doi.org/10.1155/2018/2059694 |
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| _version_ | 1832565580877529088 |
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| author | Junfei Zhang |
| author_facet | Junfei Zhang |
| author_sort | Junfei Zhang |
| collection | DOAJ |
| description | In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous. The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations. |
| format | Article |
| id | doaj-art-47a33565ebbe4dc38c73361b7477bb99 |
| institution | Kabale University |
| issn | 1687-9643 1687-9651 |
| language | English |
| publishDate | 2018-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Differential Equations |
| spelling | doaj-art-47a33565ebbe4dc38c73361b7477bb992025-02-03T01:07:15ZengWileyInternational Journal of Differential Equations1687-96431687-96512018-01-01201810.1155/2018/20596942059694The Existence of Strong Solutions for a Class of Stochastic Differential EquationsJunfei Zhang0School of Statistics and Mathematics, Central University of Finance and Economics, Beijing 100081, ChinaIn this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous. The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations.http://dx.doi.org/10.1155/2018/2059694 |
| spellingShingle | Junfei Zhang The Existence of Strong Solutions for a Class of Stochastic Differential Equations International Journal of Differential Equations |
| title | The Existence of Strong Solutions for a Class of Stochastic Differential Equations |
| title_full | The Existence of Strong Solutions for a Class of Stochastic Differential Equations |
| title_fullStr | The Existence of Strong Solutions for a Class of Stochastic Differential Equations |
| title_full_unstemmed | The Existence of Strong Solutions for a Class of Stochastic Differential Equations |
| title_short | The Existence of Strong Solutions for a Class of Stochastic Differential Equations |
| title_sort | existence of strong solutions for a class of stochastic differential equations |
| url | http://dx.doi.org/10.1155/2018/2059694 |
| work_keys_str_mv | AT junfeizhang theexistenceofstrongsolutionsforaclassofstochasticdifferentialequations AT junfeizhang existenceofstrongsolutionsforaclassofstochasticdifferentialequations |