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/Part 1: Diffusion Processes/Chapter 3: Stochastic Differential Equations/Section 3.2: Itô Existence and Uniqueness

Definition 3.2.1 (Lipschitz Coefficient).label Let $\sigma: [0, \infty) \times C([0, \infty); \real^{d}) \to \real^{n}$, then $\sigma$ is Lipschitz if there exists $C \ge 0$ such that for any $\theta, \eta \in C([0, \infty); \real^{d})$,

\[\norm{\sigma(t, \theta) - \sigma(t, \eta)}_{\real^n}\le C\norm{\theta - \eta}_{u, [0, t]}\]

Direct Backlinks

  • Section 3.2: Itô Existence and Uniqueness
  • Section 3.4: The Martingale Formulation
  • Lemma 3.2.3
  • Theorem 3.2.4: Itô
  • Theorem 3.2.6: Blagoveshchenskii-Blagoveshchensk
  • Theorem 3.4.3
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Unnamed Website

Bibliography

Direct Backlinks

  • Section 3.2: Itô Existence and Uniqueness
  • Section 3.4: The Martingale Formulation
  • Lemma 3.2.3
  • Theorem 3.2.4: Itô
  • Theorem 3.2.6: Blagoveshchenskii-Blagoveshchensk
  • Theorem 3.4.3
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