arXiv:math/0703260 Abstract

arXiv:math/0703260 [math.PR]Abstract References Reviews Resources

On Stochastic Evolution Equations with non-Lipschitz Coefficients

Published 2007-03-09, updated 2008-01-10Version 2

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, 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.

Comments: Add two applications and correct some errors

Categories: math.PR, math.AP

Subjects: 60H15

Keywords: non-lipschitz coefficients, stochastic volterra type evolution equations, stochastic functional evolution equations, backward stochastic evolution equations, quasi-linear stochastic equations

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