TY - JOUR
T1 - On stochastic evolution equations with non-lipschitz coefficients
AU - Zhang, Xicheng
PY - 2009/12
Y1 - 2009/12
N2 - In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that contains backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, which includes the reaction diffusion and porous medium equations.
AB - In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that contains backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, which includes the reaction diffusion and porous medium equations.
KW - Backward stochastic evolution equation
KW - Stochastic evolution equation
KW - Stochastic functional integral evolution equation
KW - Stochastic porous medium equation
KW - Stochastic reaction diffusion equation
UR - http://www.scopus.com/inward/record.url?scp=70450221352&partnerID=8YFLogxK
U2 - 10.1142/S0219493709002774
DO - 10.1142/S0219493709002774
M3 - Article
AN - SCOPUS:70450221352
SN - 0219-4937
VL - 9
SP - 549
EP - 595
JO - Stochastics and Dynamics
JF - Stochastics and Dynamics
IS - 4
ER -