Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values

Polynomials of one variable with their zeros as parameters We shall first study properties of fundamental solutions of ordinary dif- ferential operators whose corresponding

Meanwhile it has become widely recognized by Governments that bringing developed country emissions back to their AD 1990 levels by the year 2000 will not be enough to achieve

It is a classical fact in the theory of SDE see [16,17,21,30] that, if the coefficients Aj are globally Lipschitz continuous, then SDE 1.1 has a unique strong solution which defines

Thanks to our result of invertibility of the Jacobian matrix of the flow, we can also prove (Theorem 2 in §4 ) that the process thus defined is a solution to a linear

In section 2, we shall discuss the case of ordinary differential equations; although the results about non explosion and uniqueness are not new, but our method can also be used to

The objective was to predict the quality and the quantity of mineral precipitates under different environmental conditions (temperature, pH and CO 2 partial pressure).

Key-words : Continuous linear right inverses - Constant coefficient partial differential equations - Fundamental solutions with lacunas - Phragmen-Lindelof conditions for

Changsha, Hunan 410081, People’s Republic of China jiaolongche [email protected] Hunan Normal University, Department of Mathematics,.. Changsha, Hunan 410081, People’s Republic