The Existence of Strong Solutions for a Class of Stochastic Differential Equations

In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous...

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Main Author:	Junfei Zhang
Format:	Article
Language:	English
Published:	Hindawi Limited 2018-01-01
Series:	International Journal of Differential Equations
Online Access:	http://dx.doi.org/10.1155/2018/2059694

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spelling	doaj-47a33565ebbe4dc38c73361b7477bb992020-11-24T23:28:06ZengHindawi LimitedInternational Journal of Differential Equations1687-96431687-96512018-01-01201810.1155/2018/20596942059694The Existence of Strong Solutions for a Class of Stochastic Differential EquationsJunfei Zhang0School of Statistics and Mathematics, Central University of Finance and Economics, Beijing 100081, ChinaIn this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous. The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations.http://dx.doi.org/10.1155/2018/2059694
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Junfei Zhang
spellingShingle	Junfei Zhang The Existence of Strong Solutions for a Class of Stochastic Differential Equations International Journal of Differential Equations
author_facet	Junfei Zhang
author_sort	Junfei Zhang
title	The Existence of Strong Solutions for a Class of Stochastic Differential Equations
title_short	The Existence of Strong Solutions for a Class of Stochastic Differential Equations
title_full	The Existence of Strong Solutions for a Class of Stochastic Differential Equations
title_fullStr	The Existence of Strong Solutions for a Class of Stochastic Differential Equations
title_full_unstemmed	The Existence of Strong Solutions for a Class of Stochastic Differential Equations
title_sort	existence of strong solutions for a class of stochastic differential equations
publisher	Hindawi Limited
series	International Journal of Differential Equations
issn	1687-9643 1687-9651
publishDate	2018-01-01
description	In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous. The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations.
url	http://dx.doi.org/10.1155/2018/2059694
work_keys_str_mv	AT junfeizhang theexistenceofstrongsolutionsforaclassofstochasticdifferentialequations AT junfeizhang existenceofstrongsolutionsforaclassofstochasticdifferentialequations
_version_	1725550806107684864

The Existence of Strong Solutions for a Class of Stochastic Differential Equations

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