Wang Fengyu, Wang Jieming. Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 126-134.
Citation:
Wang Fengyu, Wang Jieming. Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 126-134.
Wang Fengyu, Wang Jieming. Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 126-134.
Citation:
Wang Fengyu, Wang Jieming. Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 126-134.
Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients
A recent result of Fang and Zhang concerning the pathwise uniqueness of solutions to non-Lipschitzian stochastic differential equations is refined. As an application, a class of infinite-dimensional stochastic differential equations over lattice fields are proved to have unique solutions.
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