Stochastic 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) - lipschitz continuity , mathematics , stochastic differential equation , martingale (probability theory) , class (philosophy) , mathematical analysis , phase portrait , pure mathematics , computer science , nonlinear system , bifurcation , physics , quantum mechanics , artificial intelligence
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