Open AccessStochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients
Author(s) -
Chunhong Li,
Sanxing Liu
Publication year - 2020
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2020234
Subject(s) - stochastic differential equation , lipschitz continuity , mathematics , mathematical analysis , statistical physics , mathematical economics , physics