Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) requires a global Lipschitz assumption on the drift and diffusion coefficients. In practice, many important SDE models satisfy only a local Lipschitz property and, since Brownian paths can make arbitrarily large excursions, the global Lipschitz-based theory is not directly releva...

In the past decades, quantitative study of different disciplines such as system sciences, physics, ecological sciences, engineering, economics and biological sciences, have been driven by new modeling known as stochastic dynamical systems. This paper aims at studying these important dynamical systems in the framework of G-Brownian motion and G-expectation. It is demonstrated that, under the con...

Uncertain delay differential equation is a type of functional differential equations driven by canonical process. This paper presents a method to solve an uncertain delay differential equation, and proves an existence and uniqueness theorem of solution for uncertain delay differential equations under Lipschitz condition and linear growth condition by Banach fixed point theorem.

This article concerns the shunting inhibitory cellular neural networks with neutral type delays. Under a weaker condition than the usual Lipschitz condition, we establish the existence and stability of almost periodic solutions for SICNNs with neutral type delays. An example is given to illustrate our main results.

Multi-dimensional uncertain differential equation is a system of uncertain differential equations driven by amulti-dimensional Liu process. This paper first gives the analytic solutions of two special types of multi-dimensional uncertain differential equations. After that, it proves that the multi-dimensional uncertain differential equation has a unique solution provided that its coefficients s...

A multiple-valued function f : X → QQ(Y ) is essentially a rule assigning Q unordered and non necessarily distinct elements of Y to each element of X. We study the Lipschitz extension problem in this context by using two general Lipschitz extension theorems recently proved by U. Lang and T. Schlichenmaier. We prove that the pair ` X,QQ(Y ) ́ has the Lipschitz extension property if Y is a Banach ...

We characterise the weak $$^*$$ symmetric strong diameter 2 property in Lipschitz function spaces by a of its predual, Lipschitz-free space. call this new decomposable octahedrality and study duality with general. For Banach space to be decomposably octahedral it is sufficient that dual has property. Whether also necessary condition remains open.

In this paper, we consider a class of constrained optimization problems where the feasible set is a general closed convex set and the objective function has a nonsmooth, nonconvex regularizer. Such regularizer includes widely used SCAD, MCP, logistic, fraction, hard thresholding and non-Lipschitz Lp penalties as special cases. Using the theory of the generalized directional derivative and the t...

Using a Lipschitz type condition, we obtain the uniqueness of solutions for a system of n-th order nonlinear ordinary differential equations where the coefficients are allowed to have singularities.