Abstract
We prove that a stochastic differential equation for an evolution flow with interaction whose coefficients do not satisfy the global Lipschitz condition has a weak solution.
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REFERENCES
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Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 7, pp. 895–903, July, 2005.
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Karlikova, M.P. On a Weak Solution of an Equation for an Evolution Flow with Interaction. Ukr Math J 57, 1055–1065 (2005). https://doi.org/10.1007/s11253-005-0247-y
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DOI: https://doi.org/10.1007/s11253-005-0247-y