ON THE PATHWISE UNIQUENESS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

被引：0

作者：

Zhang, Defei ^{[1
,2
]}

He, Ping ^{[3
]}

机构：

[1] Honghe Univ, Dept Math, Mengzi 661199, Peoples R China

[2] Shandong Univ, Dept Math, Jinan 250100, Peoples R China

[3] Honghe Univ, Dept Math, Mengzi 661100, Peoples R China

来源：

ROCKY MOUNTAIN JOURNAL OF MATHEMATICS | 2013年 / 43卷 / 05期

基金：

美国国家科学基金会;

关键词：

Backward doubly stochastic differential equations; stochastic partial differential equations; pathwise uniqueness; non-Lipschitz coefficients; NOISE;

D O I：

10.1216/RMJ-2013-43-5-1739

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we prove a pathwise uniqueness result of a class of stochastic partial differential equations driven by space-time white noise whose coefficients satisfy non-Lipschitz conditions.

引用

页码：1739 / 1746

页数：8

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