Abstract
The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.
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Project supported by the National Natural Science Foundation of China (No. 10871215).
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Xu, S. Multivalued stochastic differential equations with non-Lipschitz coefficients. Chin. Ann. Math. Ser. B 30, 321–332 (2009). https://doi.org/10.1007/s11401-007-0360-3
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DOI: https://doi.org/10.1007/s11401-007-0360-3