Search for tag: "lipschitz function"

Thumbnail for entry Lecture 20: stochastic differential equations

Lecture 20: stochastic differential equations

duration 42 minutes 14 seconds

Lecture 20: stochastic differential equations

Lecture 20: stochastic differential equations

Lecture 20: stochastic differential equations

Definition of strong and of pathwise unique solution, existence and uniqueness theorem.

stochastic differential equations
existence and uniqueness
strong solution
lipschitz function
sublinear growth
From  Tiziano Vargiolu 25 plays 0