Existence and Uniqueness of Solution for Uncertain Differential Equations with Non-Lipschitz Coefficients

摘要：

　　This paper studies a class of uncertain differential equations with non-Lipschitz coefficients.The existence and uniqueness of solutions for uncertain differential equations with non-Lipschitz coefficients is first proved.Then the dependence of uncertain differential equations on initial values is discussed.Finally, a pathwise uniqueness of solutions is obtained.

关键词： Uncertain differential equation Canonical Process Existence and uniqueness Non-Lipschitz coefficients Gronwall lemma

作者: Hongjian Liu Weiyin Fei Yong Liang

作者单位: School of Mathematics and Physics, Anhui Engineering University, Wuhu, Anhui, P.R.China

会议类型: 国内会议

会议名称: 第四届中国智能计算大会

会议地点: 芜湖

会议语种:英文

页码: 6-12

在线出版日期: 2010-05-21（万方平台首次上网日期，不代表论文的发表时间）