Stochastic flows for SDEs with non-Lipschitz coefficients

Jiagang Ren; Xicheng Zhang

doi:10.1016/S0007-4497(03)00062-9

Stochastic flows for SDEs with non-Lipschitz coefficients

Jiagang Ren^*, Xicheng Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

26 Citations (Scopus)

Abstract

We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.

Original language	English
Pages (from-to)	739-754
Number of pages	16
Journal	Bulletin des Sciences Mathematiques
Volume	127
Issue number	8
DOIs	https://doi.org/10.1016/S0007-4497(03)00062-9
Publication status	Published - Oct 2003
Externally published	Yes

Keywords

Bicontinuity
Homeomorphism
Hölder continuity
Non-Lipschitz
Stochastic flow

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10.1016/S0007-4497(03)00062-9

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title = "Stochastic flows for SDEs with non-Lipschitz coefficients",

abstract = "We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.",

keywords = "Bicontinuity, Homeomorphism, H{\"o}lder continuity, Non-Lipschitz, Stochastic flow",

author = "Jiagang Ren and Xicheng Zhang",

year = "2003",

month = oct,

doi = "10.1016/S0007-4497(03)00062-9",

language = "English",

volume = "127",

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T1 - Stochastic flows for SDEs with non-Lipschitz coefficients

AU - Ren, Jiagang

AU - Zhang, Xicheng

PY - 2003/10

Y1 - 2003/10

N2 - We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.

AB - We prove the bicontinuity and homeomorphic property of solutions of stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients.

KW - Bicontinuity

KW - Homeomorphism

KW - Hölder continuity

KW - Non-Lipschitz

KW - Stochastic flow

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U2 - 10.1016/S0007-4497(03)00062-9

DO - 10.1016/S0007-4497(03)00062-9

M3 - Article

AN - SCOPUS:0141637219

SN - 0007-4497

VL - 127

SP - 739

EP - 754

JO - Bulletin des Sciences Mathematiques

JF - Bulletin des Sciences Mathematiques

IS - 8

ER -

Stochastic flows for SDEs with non-Lipschitz coefficients

Abstract

Keywords

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